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SPOSTAMENTO ORARIO Seminario prof. Juan Romo 23 Giugno 2015
by Anna Paganoni 22 Jun '15

22 Jun '15

Informo tutti gli interessati che per problemi organizzativi il seminario del prof. Juan Romo di domani presso il Dipartimento di Matematica del Politecnico di Milano è anticipato alle ore 14:00 (VI piano edificio La Nave, via Bonardi 9). Grazie per l'attenzione Anna Maria Paganoni

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Assegno di ricerca su microstruttura e alta frequenza in FX markets (SNS Pisa)
by Fabrizio Lillo 22 Jun '15

22 Jun '15

Cari colleghi, la call per un assegno di ricerca della durata di 12 mesi alla Scuola Normale Superiore di Pisa è disponibile qui http://www.sns.it/en/servizi/job/assegnidiricerca/assegno280/ Il progetto di ricerca nasce dalla collaborazione con il desk di trading FX di HSBC Londra e avrà come tematiche: analisi e modellizzazione di dati finanziari ad alta frequenza del mercato foreign exchange (FX) in collaborazione con il desk FX di HSBC Londra; microstruttura, limit order book, flusso degli ordini e impatto di mercato nei mercati FX; esecuzione ottimale e strategie di market making e dealership in un mercato FX. Vi prego di diffondere l'annuncio a potenziali candidati. Cordiali saluti, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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seminario
by Giovanni Luca Torrisi 22 Jun '15

22 Jun '15

*Giovedi' 25 Giugno*,*ore 12:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "M. Picone", via dei Taurini 19, 00185 Roma Aula Riunioni (I piano) *Simon Campese* (Universita' di Roma "Tor Vergata") terra' un seminario dal titolo *Fourth Moment Theorems for non-linear approximation* ABSTRACT: In the context of non-linear approximation, the classical Fourth Moment Theorem provides a very general framework where convergence of only the second and fourth moment is enough to ensure convergence towards a Gaussian. We will provide an overview of the theory, including multivariate extensions, quantitative results and versions for other target laws such as the Gamma or Beta distribution. Apart from basic knowledge of functional analysis, no further preliminaries are needed. Tutti gli interessati sono invitati a partecipare. Cordiali Saluti, Giovanni Luca Torrisi. -- *Giovanni Luca Torrisi, PhD* *Researcher at CNR - Istituto per le Applicazioni del Calcolo* *Via dei Taurini 19, 00185 - Rome - Italy* *http://www.iac.rm.cnr.it/~torrisi/*

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No Free Lunch Seminar by Roberto Casarin, Thu July 2 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 19 Jun '15

19 Jun '15

Dear all, Thu Jul 2 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Roberto Casarin Department of Economics - Università Ca' Foscari di Venezia will deliver the seminar "Bayesian Nonparametric Calibration and Combination of Predictive Distributions" Abstract: We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan and Gneiting (2010) and Gneiting and Ranjan (2013), we use infinite beta mixtures for the calibration. The proposed Bayesian nonparametric approach takes advantage of the flexibility of Dirichlet process mixtures to achieve any continuous deformation of linearly combined predictive distributions. The inference procedure is based on Gibbs sampling and allows accounting for uncertainty in the number of mixture components, mixture weights, and calibration parameters. The weak posterior consistency of the Bayesian nonparametric calibration is provided under suitable conditions for unknown true density. We study the methodology in simulation examples with fat tails and multimodal densities and apply it to density forecasts of daily S&P returns and daily maximum wind speed at the Frankfurt airport. Joint work with Federico Bassetti and Francesco Ravazzolo. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Bando concorso II fascia-SECS-S/06 Bologna (fwd)
by Tiziano Vargiolu 19 Jun '15

19 Jun '15

---------- Forwarded message ---------- Date: Thu, 18 Jun 2015 15:01:45 +0000 From: Sabrina Mulinacci <sabrina.mulinacci(a)unibo.it> Subject: Bando concorso II fascia-SECS-S/06 Bologna Carissimi, segnalo che il Dipartimento di Scienze Statistiche "Paolo Fortunati" dell'Universit? Bologna ha bandito un posto di II fascia (ex art.18) nel Settore Concorsuale: 13/D4 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE- SSD: SECS-S/06 - con sede di servizio Rimini. Tutti gli interessati possono trovare tutti i dettagli e la relativa documentazione al link http://www.stat.unibo.it/it/dipartimento/documentazione-per-procedure-ex-ar… Un caro saluto a tutti Sabrina Mulinacci

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Bando concorso II fascia-SECS-S/06 Bologna
by Sabrina Mulinacci 19 Jun '15

19 Jun '15

Carissimi, segnalo che il Dipartimento di Scienze Statistiche "Paolo Fortunati" dell'Università Bologna ha bandito un posto di II fascia (ex art.18) nel Settore Concorsuale: 13/D4 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE- SSD: SECS-S/06 - con sede di servizio Rimini. Tutti gli interessati possono trovare tutti i dettagli e la relativa documentazione al link http://www.stat.unibo.it/it/dipartimento/documentazione-per-procedure-ex-ar… Un caro saluto a tutti Sabrina Mulinacci

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SEMINARI CONGIUNTI DI PROBABILITA' - ROMA1 E ROMA3
by Faggionato, Alessandra 19 Jun '15

19 Jun '15

MERCOLEDI' 24 GIUGNO, PRESSO IL DIPARTIMENTO DI MATEMATICA DELLA SAPIENZA, VI SARANNO 2 SEMINARI DI PROBABILITA', CO-ORGANIZZATI DA ROMA1 E ROMA3. Riporto sotto i dettagli Grazie per l'attenzione Alessandra Faggionato Mercoledi' 24 Giugno, ore 14:30 Aula Picone, Dipartimento di Matematica (La Sapienza) Seminario congiunto di Probabilita' (Roma1 e Roma 3) Speaker: Vittoria Silvestri (Cambdrige) Title: Fluctuation results for Hastings-Levitov planar growth Abstract: In 1998 the physicists Hastings and Levitov introduced a family of continuum models to describe a range of physical phenomena of planar aggregation/diffusion. These consist of growing random clusters on the complex plane, which are built by iterated composition of random conformal maps. It was shown by Norris and Turner (2012) that in the case of i.i.d. maps the limiting shape of these clusters is a disc: in this talk I will show that the fluctuations around this shape are given by a random holomorphic Gaussian field F on {|z| > 1}, of which I will provide an explicit construction. When the cluster is allowed to grow indefinitely, I will show that the boundary values of F converge to a distribution-valued Fractional Gaussian Field on the unit circle, which is log-correlated, and critical in a sense that I will explain. **************************************************************************************************************** Mercoledi' 24 Giugno, ore 15:30 Aula Picone, Dipartimento di Matematica (La Sapienza) Seminario congiunto di Probabilita' (Roma1 e Roma 3) Speaker: Oriane Blondel (Lione) Title: Random walk on the East model (and other environments with spectral gap) Abstract: The East model is a one-dimensional interacting particle system with non attractive spin-flip dynamics. In the physics literature, it is a key example of a model with glassy features. Here we take this model as a random environment and investigate the behaviour of a random walk whose jump rates depend on the current configuration. The analysis relies on general results established for random walks in random environment when the environment is Markovian with positive spectral gap. Joint work with Luca Avena and Alessandra Faggionato. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Avviso di seminario :: Yangxin Huang@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 18 Jun '15

18 Jun '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 25 Giugno, ore 11:00am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma YANGXIN HUANG (University of South Florida, Tampa, FL, USA) terrà un seminario dal titolo BAYESIAN APPROACH ON MIXTURE OF JOINT MODELS FOR SURVIVAL AND LONGITUDINAL DATA WITH MULTIPLE FEATURES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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MAF 2016 at the University Paris-Dauphine
by Marco Corazza 17 Jun '15

17 Jun '15

Seventh international conference *MAF 2016 - Mathematical and Statistical Methods for Actuarial Sciences and Finance* *WHEN and WHERE* The Conference will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). *ORGANIZERS* - Department Master in Sciences of Organizations - University Paris-Dauphine, Paris (France) - Department of Economics - Ca' Foscari University of Venice, Venice (Italy) *AIM* The aim of the Conference is to present theoretical and methodological results, and significant applications in Actuarial Sciences, Insurance and Finance by means of the capabilities of the interdisciplinary mathematical-statistical approach. *DEADLINES* Interested people should submit an abstract (no more than two pages) within December 1, 2015. Proposals should be submitted electronically through the website: http://maf2016-paris.dauphine.fr/. Contributors will be notified the acceptance of their proposals by January 11, 2016. Then, a paper should be submit for publication (detailed information will follow). *TOPICS* (This list is only indicative) Actuarial models; Models for financial derivatives; Analysis of high frequency financial data; Multivariate techniques for financial market analysis; Behavioral finance; Carbon and green finance; Optimization in insurance; Credit risk methods and models; Pricing; Dynamic optimization in finance; Real world finance; Forecasting of dynamical actuarial and financial phenomena; Risk management ; Solvency analysis; Fund performance evaluation; Sovereign risk; Insurance portfolio risk analysis; Static and dynamic portfolio selection and management; Interest rate models; Longevity risk; Trading systems; Machine learning and soft-computing in finance; Volatility models; Management in insurance business; Models and methods for financial time series analysis. *PUBLICATIONS* A selection of accepted papers will be published: in a volume edited by an international publisher; in a special issue of the international journals "Mathematical Methods in Economics and Finance". *CONTACTS* E-mail: maf2016(a)dauphine.fr. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- -- "Nota automatica aggiunta dal sistema di posta. Destina il 5 per mille per sostenere con borse di studio gli studenti meritevoli di Ca' Foscari. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Seminario prof. Juan Romo
by Francesca Ieva 16 Jun '15

16 Jun '15

Si comunica che in data *23 giugno 2015 alle ore 14.30* presso il *Dipartimento di Matematica del Politecnico di Milano* (Aula Saleri, 6° piano ed. Nave, via Bonardi 9) il prof. Juan Romo, dell'università Carlos III di Madrid, terrà un seminario dal titolo _ _"_Detecting functional outliers: the outliergram_" Tutti gli interessati sono invitati a partecipare. Cordialmete Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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scouting per individuazione del Direttore di IMT
by Irene Crimaldi 16 Jun '15

16 Jun '15

Salve, comunico che con* Decreto IMT n.01978(47).VII.1 del 12 giugno 2015* è stata avviata la procedura di scouting finalizzata alla individuazione del Direttore dell'Istituto IMT Alti Studi Lucca *http://www.imtlucca.it/ <http://www.imtlucca.it/>* . L'avviso di scouting insieme alla designazione del Comitato di selezione è disponibile all'indirizzo web *http://www.imtlucca.it/direttore <http://www.imtlucca.it/direttore>* . La scadenza per la presentazione delle manifestazioni di interesse è fissata al *31 luglio prossimo*. Un cordiale saluto, Irene Crimaldi IMT Institute for Advanced Studies Lucca

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June 19th 2015, 11.30h Agustin Mayo Iscar talks on Robust Model based clustering
by Francesca Greselin 15 Jun '15

15 Jun '15

On June 19th 2015, 11.30h at Dipartimento di Statistica e Metodi Quantitativi Sala del Consiglio (edificio U7, 4° piano, 4064) Via Bicocca degli Arcimboldi, 8 – 20126 Milano Agustín Mayo-Iscar - Universidad de Valladolid and IMUVA will give a talk on “Robust model-based clustering and mixture modeling by using trimming and restrictions” Abstract The use of trimming procedures is common in many statistical settings to achieve robustness against outlying observations. Notably, to obtain robustness in model-based clustering and mixture modeling, the only adoption of trimming is not enough. Constraints on the scatters, corresponding to the clusters or to the mixture components, are needed too. The talk presents robust methodology based on the joint application of trimming and feasible restrictions for different clusters and mixture models settings. As it is typical in all proposals designed for this aim, some input parameter needs to chosen, to set the trimming level and the scatter constraints. Data driven tools for helping the user in choosing such values will be also presented. for more info: e-mail: francesca.greselin(a)unimib.it http://www.dismeq.unimib.it

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Seminario di Elliot Lieb il 16-06-2015 a Roma Tre
by Pietro Caputo 15 Jun '15

15 Jun '15

SEMINARIO Prof. Elliott Lieb Princeton University (with Mathieu Lewin, C.N.R.S.) Titolo: Indirect Coulomb Energy with Gradient Correction Martedi' 16 Giugno 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule Largo San Leonardo Murialdo,1 Abstract We prove a Lieb-Oxford-type inequality on the indirect part of the Coulomb energy (also known as the exchange-correlation energy) of a general many-particle quantum state, with a lower constant than the original statement but involving an additional gradient correction. The result is similar to an inequality of Benguria, Bley and Loss, except that our correction term is purely local, which is more usual for density functional theory. No previous knowledge of the subject will be assumed; a short tutorial on the subject and its importance to quantum chemistry will be presented.

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Fwd: [World] TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics
by Gustavo Posta 15 Jun '15

15 Jun '15

Begin forwarded message: > Resent-From: gustavo.posta(a)polimi.it > From: Mihyun Kang <kang(a)math.tugraz.at> > Date: 15 giugno 2015 12.36.25 GMT+02.00 > To: world(a)aleanetwork.net > Subject: [World] TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics > Reply-To: kang(a)math.tugraz.at > > ----------------------------------------------------------------------------------------------------- > TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics > ----------------------------------------------------------------------------------------------------- > > We are seeking outstanding candidates with expertise and proficiency in > analytic combinatorics (e.g. singularity analysis, saddle-point methods, > generating functions, cycle index sums). > > The successful candidate will be employed as a postdoctoral researcher > for three years within the Research Project on "Asymptotic Properties > of Graphs on a Surface" (funded by Austrian Science Fund FWF) as a > member of the Combinatorics Group at the Institute of Optimisation and > Discrete Mathematics at Graz University of Technology (TU Graz), > Austria, http://www.math.tugraz.at/mathb/. The current group members include > > -- Mihyun Kang (full professor) > -- Oliver Cooley (assistant professor) > -- Philipp Spruessel (assistant professor) > -- Christoph Koch (Ph.D. student) > -- Michael Mosshammer (Ph.D. student). > > This is a research position and does not carry any teaching > responsibilities. There is however a possibility to teach if one wishes > to do so and optional teaching is compensated separately. The preferred > starting date is 1 November 2015, but negotiable. > > The basic salary is specified in the FWF standard personnel costs and > salaries https://www.fwf.ac.at/en/research-funding/personnel-costs/. > There are extra salary payments, the so-called 13th- and 14th-month > salaries which are favourably taxed. > > Condition of employment: > - Qualified candidates must hold a PhD degree in mathematics or > theoretical computer science before the time of appointment > > Application documents: > - Cover letter of application > - Curriculum vitae including the list of publications > - A short statement of research interests > - A list of full contact information of two references who can submit > letters of recommendation > > All application documents should be electronically submitted in a > single PDF file by 20 June 2015 to Ms Sandra Wissler, > sandra.wissler(a)tugraz.at. > > For further details, please contact > > Mihyun Kang or Philipp Sprüssel > Graz University of Technology > Institute of Optimization and Discrete Mathematics (Math B) > Steyrergasse 30 > 8010 Graz, Austria > Email: kang(a)math.tugraz.at > spruessel(a)math.tugraz.at > > http://www.math.tugraz.at/~kang/postdoc.pdf > > > > > > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L'UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Seminario ASCOLI (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 15 Jun '15

15 Jun '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Attenzione all'orario cambiato. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 22 Giugno 2015, alle ore 11.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Computing with a Periodic Table of Hippocampal Neurons" Giorgio Ascoli Director, Center for Neural Informatics, Structure, and Plasticity Molecular Neuroscience Dept. Krasnow Institute for Advanced Study George Mason University, Fairfax Abstract-flyer: https://goo.gl/fnZGI5 ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile avendo segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142 **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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Seminario Prof. Z. Tomovski (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 12 Jun '15

12 Jun '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Martedì 16 Giugno, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. Z. Tomovski (University of Skopje) Title: *Complete monotonicity of the Mittag-Leffler functions and Opial type inequalities for fractional differential and integral operators involving Mittag-Leffler functions * Abstract: Completely monotonic functions have applications in different areas of mathematics, for instance, in potential theory, probability theory, numerical and asymptotic analysis and combinatorics, modeling by anomalous diffusion, etc. In this talk we'll present some recent new results on complete monotonicity of three parameter Mittag-Leffler functions, defined by Prabhakar. In 1960, Opial established an integral inequality, which is a fundamental result in the theory of differential or difference equations and other areas of mathematics. Opial-type integral inequalities were considered for different kinds of fractional derivatives and fractional integral operators for example Riemann-Liouville, Caputo, Canavati, etc. We'll presents a class of very general weighted Opial type integral inequalities using integral and differential operators with kernels in fractional calculus involving generalized Mittag-Leffler functions. Namely, ineteresting Opial type inequalities will be given for Hilfer, Prabhakar, Hilfer-Prabhakar, Caputo-Prabhakar and other differential and integral operators in fractional calculus. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Announcement: workshop YEQT IX at Eurandom (Eindhoven)
by Cecchi, F. 12 Jun '15

12 Jun '15

Dear all, We would like to invite you to attend the Young European Queueing Theorists workshop (YEQT) in Eindhoven. This year's workshop (YEQT IX) will take place November 11-13, 2015. This year's topic is about "Scaling limits of queueing networks". The YEQT workshops are organized annually at the EURANDOM research institute in Eindhoven, The Netherlands. The workshop will include presentations from young researchers (recently appointed lecturers or assistant professors, post-docs and senior PhD students), keynote talks from Alexandre Proutiere (KTH-Royal institute of technology, Sweden), Kavita Ramanan (Brown University, USA), and Philippe Robert (INRIA, France), and tutorials by Marty Reiman (Bell Labs, USA) and Thomas Kurtz (University of Wisconsin-Madison, USA). For more information, please visit: http://www.eurandom.nl/events/workshops/2015/YEQT_2015/YEQT_index.html This webpage will be updated regularly as we gather more information on the talks and program, or don't hesitate to contact us. We look forward to welcoming you in Eindhoven! Best regards, on behalf of the organizers of YEQT 2015: Fabio Cecchi, Rouba Ibrahim and Florian Simatos.

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COLLOQUIUM - LEDOUX - TOR VERGATA - 17 GIUGNO
by cammarot＠axp.mat.uniroma2.it 10 Jun '15

10 Jun '15

Ciclo di Seminari - Progetto ERC grant PASCAL COLLOQUIUM - MICHEL LEDOUX - TOR VERGATA - 17 GIUGNO Mercoledi` 17 giugno ore 15:30 Aula Dal Passo Dipartimento di Matematica Università di Roma Tor Vergata Michel Ledoux Université Toulouse III Paul Sabatier Title: How does the heat equation explore geometric and functional inequalities? Abstract: Heat flow monotonicity is a powerful tool towards families of functional inequalities, from the classical Hölder inequality and its multilinear Brascamp-Lieb extensions to entropic and isoperimetric inequalities. The talk will feature some of these examples, as well as recent developments on noise stability in Boolean analysis and their application to the "Majority is Stablest" theorem. Al termine del colloquium è previsto un rinfresco nell'atrio vicino l'aula Dal Passo. Tutti gli interessati sono invitati a partecipare.

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Fwd: [World] Postdoc position in Combinatorics - LIPN/LAGA Universite Paris 13
by Gustavo Posta 10 Jun '15

10 Jun '15

Begin forwarded message: > From: Frederique Bassino <Frederique.Bassino(a)lipn.univ-paris13.fr> > Date: 10 giugno 2015 13.10.10 GMT+02.00 > Subject: [World] Postdoc position in Combinatorics - LIPN/LAGA Universite Paris 13 > > To alea-network - webite : http://aleanetwork.net/ > > Postdoc position in Combinatorics > LIPN/LAGA Universite Paris 13, France > > A one-year postdoc position in combinatorics at the University Paris 13 > is available. The position is within the framework of a project, > which is funded by the IDEX Sorbonne Paris Cité, and deals with recent > topics in enumerative and algebraic combinatorics and its interactions > with probability as well as statistical physics. > > Successful candidates will join the combinatorics group made of people from > - CALIN team (LIPN, Université Paris 13), > https://lipn.univ-paris13.fr/en/calin > - Combinatorics and AUtomata teams (LIAFA, Université Paris Diderot) > http://www.liafa.univ-paris-diderot.fr/web9/equiprech/listequipe_en.php?ide… > http://www.liafa.univ-paris-diderot.fr/web9/equiprech/listequipe_en.php?ide… > - ProbaStat team (LAGA, Université Paris 13) > http://www.math.univ-paris13.fr/equipes/probstat/ > > > The position comes along with travel funding and is available from September 1, > 2015 (negotiable). > > Applications, including CV, list of publications, research plan and the > names of two references including email addresses, should be sent before > June 30 to > > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Sylvie Corteel corteel(a)liafa.univ-paris-diderot.fr > Philippe Marchal marchal(a)math.univ-paris > > For further information do not hesitate to contact Frederique Bassino. > > > -- > Frederique Bassino > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: [World] Cargese Fall School on Random Graphs, Sept 20-25
by Gustavo Posta 10 Jun '15

10 Jun '15

Begin forwarded message: > From: Marc LELARGE <marc.lelarge(a)ens.fr> > Date: 25 marzo 2015 16.00.11 GMT+01.00 > Subject: [World] Cargese Fall School on Random Graphs, Sept 20-25 > > The 1st Cargese Fall School on Random Graphs will be held in Cargese > (Corsica) on September 20-25, 2015. Starting with an introduction of > random graphs, different topics including applications of random > graphs for networks and its connections to statistical physics will be > discussed. > > The school is aimed at advanced master students, PhD students, or > researchers in an early stage of their career working in the broad > field of random graphs and its applications. > > Further details can be found at: > http://math.unice.fr/~dmitsche/Fallschool/Fallschool.html > > Due to the generous support of sponsors (CNRS, ANR, Ryerson > University, Universite Nice, Ecole Doctorale Nice) registration is > free, and covers a 6-night stay in a double bedroom, > as well as breakfast and lunch. However, the number of participants > being very limited, we might have to make a selection. > > If you want to participate, send an email todmitsche(a)unice.fr. Attach > a CV, a short motivation letter for your participation as well as two > references that can be contacted for recommendation letters. > > Deadline for application: May 30, 2015. You will be informed shortly > afterwards whether your application was successful. > > Please do not hesitate to forward this announcement to anyone interested. > > > Best regards, > > The organizing committee > Marc Lelarge, Dieter Mitsche, Pawel Pralat > > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Fwd: Direct and Inverse Problems for PDEs with Random Coefficients
by Mario ANNUNZIATO 10 Jun '15

10 Jun '15

Annuncio di Workshop: --------------------------------------------------------------------------------------------------- WIAS Weierstrass Institute for Applied Analysis and Stochastics Direct and Inverse Problems for PDEs with Random Coefficients November 9 – 13, 2015 Scope of the Workshop Validated predictive computations in a wide range of scientific and engineering applications require some form of uncertainty quantification. This workshop focuses on different applications, the analysis and numerical treatment of PDEs with stochastic data. This includes but is not limited to efficient numerical methods for the direct (forward) problem, in particular spectral and sampling approaches control problems with uncertainties sparse and low-rank tensor representations inverse problems with random data, in particular methods based on Bayesian inference. The workshop aims at bringing together scientists working in related fields to discuss new results and challenges. https://www.wias-berlin.de/workshops/uq15/ ------------------------------------------------------------------------------------------------------ scusate per l'eventuale invio ripetuto. M. Annunziato -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ -------------------------------------------------- -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ --------------------------------------------------

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Direct and Inverse Problems for PDEs with Random Coefficients
by Mario ANNUNZIATO 10 Jun '15

10 Jun '15

Annuncio di Workshop: Direct and Inverse Problems for PDEs with Random Coefficients November 9 – 13, 2015 Scope of the Workshop Validated predictive computations in a wide range of scientific and engineering applications require some form of uncertainty quantification. This workshop focuses on different applications, the analysis and numerical treatment of PDEs with stochastic data. This includes but is not limited to efficient numerical methods for the direct (forward) problem, in particular spectral and sampling approaches control problems with uncertainties sparse and low-rank tensor representations inverse problems with random data, in particular methods based on Bayesian inference. The workshop aims at bringing together scientists working in related fields to discuss new results and challenges. -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ --------------------------------------------------

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Assegno di Ricerca - Università di Firenze
by Giacomo Scandolo 09 Jun '15

09 Jun '15

Segnalo un Assegno di Ricerca presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Università di Firenze. SSD: SECS-S/06 Titolo: "Modelli quantitativi di analisi del rischio aziendale" Scadenza domande: 30/06/2015 Bando: numero 3539 dell'Albo ufficiale UNIFI (www.unifi.it/albo-ufficiale.html)

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Seminario Bourguin a Tor Vergata - Cambio Data
by Claudio Durastanti 09 Jun '15

09 Jun '15

Si annuncia un cambio di data del seminario del dottor Bourguin a Lunedì 15 Giugno - 14:30 Aula D'Antoni Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio Seminario Dott. Solesne Bourguin, Carnegie Mellon University, Pittsburgh Aula Dal Passo - Dipartimento di Matematica Università di Tor Vergata - Roma Title: Recent developments on the Poisson chaos conjecture. Abstract: In this talk, I will talk about past, recent and ongoing developments linked to the Poisson chaos conjecture whose object is to assess whether or not a fourth moment type theorem holds on the Poisson chaos. Since 2008, only the case of the first and second chaos had been proven and it is of both theoretical as well as applicative interest to better understand the underlying combinatorics of the Poisson chaos for higher orders. I will cover the case of the third chaos where the conjecture is proven to be true and I will present some promising attempts at understanding the general case. Cordiali saluti Claudio Durastanti

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Annuncio Seminario - Bourguin - Tor Vergata
by Claudio Durastanti 08 Jun '15

08 Jun '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio Seminario Dott. Solesne Bourguin, Carnegie Mellon University, Pittsburgh Mercoledì 10 Giugno - 14:30 - Aula Dal Passo - Dipartimento di Matematica Università di Tor Vergata - Roma Title: Recent developments on the Poisson chaos conjecture. Abstract: In this talk, I will talk about past, recent and ongoing developments linked to the Poisson chaos conjecture whose object is to assess whether or not a fourth moment type theorem holds on the Poisson chaos. Since 2008, only the case of the first and second chaos had been proven and it is of both theoretical as well as applicative interest to better understand the underlying combinatorics of the Poisson chaos for higher orders. I will cover the case of the third chaos where the conjecture is proven to be true and I will present some promising attempts at understanding the general case. Cordiali saluti Claudio Durastanti

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Scadenza 12/6/2015: Borsa di Dottorato di Ricerca in Epidemiologia/Statistica Medica - Università di Verona
by Alessandro Marcon 08 Jun '15

08 Jun '15

*A tutti gli interessati, con preg**hiera di massima diffusione* Si informa che è stato pubblicato sull'albo di Ateneo dell'Università di Verona il bando per la partecipazione al *Dottorato in Scienze Applicate della Vita e della Salute *(XXXI ciclo). Il/la candidato/a si occuperà di sviluppare e applicare metodi statistici nel campo della ricerca epidemiologica sulle patologie respiratorie croniche (asma, rinite, broncopneumopatie). Potranno presentare domanda di partecipazione al concorso per l’ammissione al Dottorato di Ricerca i laureati (laurea magistrale o equivalente) in: Scienze statistiche, Informatica, Bioinformatica, Matematica, Medicina, Biologia, Biotecnologie, Farmacia, CTF, … * Chiusura domande: 12/6/2015 !!* Il bando è disponibile al link: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it Contatti: roberta.vesentini(a)univr.it Durata: 3 anni Sede: Università di Verona (Strada Le Grazie, 8) Distinti saluti, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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PhD studentships in Statistical Sciences - University of Padova, Italy - Deadline 29 June, 2015
by Patrizia Piacentini - PhD 08 Jun '15

08 Jun '15

PhD Studentships in Statistical Sciences Department of Statistical Sciences University of Padova, Italy Nine PhD studentships are available at University of Padova for candidates interested in the area of Statistical Sciences Eligibility --------- The studentship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years' duration (applicants can get their qualification no later than 30th September 2015). Admission is decided on the basis of qualifications only and does not require an entry examination. Award ------- The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2015. How to apply ----------------- The call is published at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 <http://www.unipd.it/en/research/doctoral-degrees-phd-programmes> (see calls and admissions) *deadline 29th June at 13:00 (Italian time) * Application must only be filled in *online* in accordance with the procedures explained on: https://dottorandi-unipd.cineca.it <https://dottorandi-unipd.cineca.it/> Further information ----------------------- See _http://www.stat.unipd.it/fare-ricerca/ammissione_ or contact phd(a)stat.unipd.it Kindest regards, Patrizia Piacentini -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Postdoctoral and PhD position at TUM
by Giovanni Puccetti 06 Jun '15

06 Jun '15

>> =================== >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Postdoctoral Researcher (m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> PhD in Mathematics with focus on financial mathematics, stochastic analysis, or financial optimization >> Interest in independent scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility for a habilitation is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >> >> =================== >> >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Research Associate (PhD position, m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> Excellent Master in Mathematics/Business Mathematics/Financial Mathematics or a similar discipline >> Interest in scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility to obtain a PhD is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to: >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >

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Seminario Ying HU
by Marco Fuhrman 05 Jun '15

05 Jun '15

>Il giorno > >giovedi' 11 giugno 2015 alle ore 10:00 > >nell'aula seminari al terzo piano del Dipartimento di Matematica >del Politecnico di Milano, il prof. > >Ying HU > >dell'IRMAR - Universite' de Rennes 1, terra' un seminario >dal titolo > >BSDEs with mean reflection > >(joint work with Ph. Briand and R. Elie). > >Tutti gli interessati sono cordialmente invitati. > >Marco Fuhrman

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Fwd: PhD studentships in Statistical Sciences - University of Padova
by Marco Romito 05 Jun '15

05 Jun '15

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seminario Teemu Pennanen in Bicocca
by Fabio Bellini 05 Jun '15

05 Jun '15

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Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona
by Simone Accordini 05 Jun '15

05 Jun '15

----------------------------------------------------------- *Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona* ----------------------------------------------------------- E’ indetta la selezione AdR2489/15 per il conferimento di n. 1 assegno di ricerca nel settore scientifico-disciplinare MED/01 STATISTICA MEDICA, dal titolo: “*Sviluppo di modelli statistici per analisi transgenerazionali*” (finanziato dalla Commissione Europea nell’ambito del programma Horizon 2020, progetto “Aging Lungs in European Cohorts - ALEC”). L’assegno di ricerca è finalizzato allo sviluppo di modelli statistici avanzati per identificare fattori di rischio della ridotta funzionalità polmonare, operanti tra più generazioni e a differenti stadi di sviluppo all'interno delle diverse generazioni. Sede: Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona Durata dell’assegno: 24 mesi *Scadenza per la presentazione della domanda: 22/06/2015* LINK BANDO: http://www.univr.it/main?ent=albo Per ulteriori informazioni sul programma di ricerca: Prof. Simone Accordini, Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona; Tel: 045/8027657; Email: simone.accordini(a)univr.it ------------------------------------------------ Cordiali saluti Simone Accordini Professore Associato in Statistica Medica Sezione di Epidemiologia e Statistica medica Dipartimento di Sanità Pubblica e Medicina di Comunità Università degli Studi di Verona c/o Istituti Biologici II Strada Le Grazie, 8 37134 Verona - Italy

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Seminars in Padova (Profs. Pagès and Sagna)
by Giorgia Callegaro 05 Jun '15

05 Jun '15

Dear all, two presentations/seminars in Mathematics/Probability applied to Finance will be given by Profs Gilles Pagès (LPMA, Paris) and Abass Sagna (ENSIIE, Evry) next Wednesday, the 10th June 2015, from 11am to 13 am, in room 1BC45 in "Torre Archimede" (Dep. of Mathematics, University of Padova). Titles and abstracts follow: *SEMINAR 1* *Speaker 1*: Prof. Gilles Pagès (LPMA, Paris) *Title* : Greedy vector quantization (joint work with H. Luschgy) *Abstract (en Latex) *: We investigate the greedy version of the $L^p$-optimal vector quantization problem for an $\R^d$-valued random vector $X\!\in L^p$. We show the existence of a sequence $(a_N)_{N\ge 1}$ such that $a_N$ minimizes $a\mapsto\big \|\min_{1\le i\le N-1}|X-a_i|\wedge |X-a|\big\|_{L^p}$ ($L^p$-mean quantization error at level $N$ induced by $(a_1,\ldots,a_{N-1},a)$). We show that this sequence produces $L^p$-rate optimal $N$-tuples $a^{(N)}=(a_1,\ldots,a_{_N})$ ($i.e.$ the $L^p$-mean quantization error at level $N$ induced by $a^{(N)}$ goes to $0$ at rate $N^{-\frac 1d}$). Greedy optimal sequences also satisfy, under natural additional assumptions, the distortion mismatch property: the $N$-tuples $a^{(N)}$ remain rate optimal with respect to the $L^q$-norms, $p\le q <p+d$. Finally, we propose optimization methods to compute greedy sequences, adapted from usual Lloyd's and Competitive Learning Vector Quantization procedures, either in their deterministic (implementable when $d=1$) for stochastic versions. *SEMINAR 2* *Speaker 2*: Prof. Abass Sagna (ENSIIE, Paris) *Title*: Recursive Quantization of An Euler Diffusion Process and Its Application to Finance *Abstract (en Latex):* We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method raises several questions like the analysis of the induced quadratic quantization error between the marginals of the Euler process and the proposed quantizations. We show in particular that at every discretization step $t_k$ of the Euler scheme, this error is bounded by the cumulative quantization errors induced by the Euler operator, from times $t_0=0$ to time $t_k$. Numerical tests are carried out for the Brownian motion and for the pricing of European options in a local volatility model. A comparison with the Monte Carlo simulations shows that the proposed method may sometimes be more efficient (w.r.t. both computational precision and time complexity) than the Monte Carlo method. Thanks for your attention, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Fwd: Commercial Research Associate, University of Bath, UK
by Alessandra Micheletti 04 Jun '15

04 Jun '15

**Apologies for cross posting** I'd be very grateful if you could forward this job advert to anyone who you think might be interested in the opportunity. --------------------------------------------------------------------------------------------------------------------- Mathematician or statistician interested in using your skills to work on real problems? The Bath Institute for Mathematical Innovation is seeking a Commercial Research Associate to join its Commercial Research Centre! The successful applicant will work with the CRC team to solve short-to-medium research problems for commercial and industrial clients, with the intellectual support of the academics involved with the Institute. For more information on the vacancy (deadline 14th June) and the Institute for Mathematical Innovation please see http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SS3182 and http://www.bath.ac.uk/imi/ or feel free to contact me for an informal discussion. Best wishes, Jo Dr Joanna Jordan Commercial Research Centre Manager Bath Institute for Mathematical Innovation j.f.jordan(a)bath.ac.uk -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: FW: jobadvertisement/Eichelsbacher
by Giovanni Luca Torrisi 04 Jun '15

04 Jun '15

-------- Original Message -------- Subject: FW: jobadvertisement/Eichelsbacher Date: Thu, 4 Jun 2015 03:46:39 +0000 From: Tan Eileen <imste(a)nus.edu.sg> CC: 'peter.eichelsbacher(a)rub.de' <peter.eichelsbacher(a)rub.de> Dear All, Forwarded as request by Prof Peter Eichelsbacher. Thanks once again for your support for the Steins workshop. Regards, Eileen (Ms):: Institute for Mathematical Sciences :: National University of Singapore :: 3 Prince George's Park, Singapore 118402 :: +65-6516 1892(DID) :: +65-6873 8292 (Fax) :: imste(a)nus.edu.sg <mailto:imswwy@nus.edu.sg> (E) :: http://www2.ims.nus.edu.sg <http://www2.ims.nus.edu.sg> (W):: Company Registration No: 200604346E *From:*Peter Eichelsbacher [mailto:peter.eichelsbacher@ruhr-uni-bochum.de] *Sent:* Wednesday, 3 June, 2015 7:42 PM *To:* Tan Eileen *Subject:* jobadvertisement/Eichelsbacher Dear Eileen, could you be so kind as to circulate the job advertisement (the enclosed pdf) to all participants of the Stein meeting “New directions in Stein’s method”. I have mentioned my new research group in my talk in Singapore and the job advertisement seem to be of interest for most of the participants. Many thanks in advance and best regards Peter Eichelsbacher Peter Eichelsbacher peter.eichelsbacher(a)ruhr-uni-bochum.de <mailto:peter.eichelsbacher@ruhr-uni-bochum.de> ------------------------------------------------------------------------ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you.

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SEMINARIO - Martedi 9 giugno, 2015 h 17.30
by Consonni Guido 03 Jun '15

03 Jun '15

? Lake Como School of Advanced Studies, Dipartimento di Scienze Statistiche - Università Cattolica del Sacro Cuore, CNR-IMATI SEMINARIO Villa del Grumello, Como Martedi 9 giugno, 2015 h 17.30 Jeff Gill, Washington University in St Louis To be Bayesian, or not to be: that is the question in the social sciences In this talk I will outline the basics of Bayesian inference, discuss why quasi-frequentist approaches fail in the social sciences, and give some examples of Bayesian data analysis. The emphasis is on general concepts and statistical intuition rather than mathematical details. Villa del Grumello; Via per Cernobbio, 11 22100 Como Per motivi organizzativi si invita a comunicare la propria partecipazione al seguente indirizzo: nadia.tansini(a)fondazionealessandrovolta.it<mailto:nadia.tansini@fondazionealessandrovolta.it> ? ________________________________ ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Matematica e Innovazione nei processi produttivi
by DI NARDO Elvira 03 Jun '15

03 Jun '15

La piattaforma Mathesia - sviluppata da MOXOff (spin-off del Politecnico di Milano) e Yottacle (startup di PoliHub) offre soluzioni di alto profilo grazie alla matematica applicata. SolEthEn, in collaborazione con il Dipartimento di Matematica, Informatica ed Economia dell’UniBas, propone alle aziende lucane e agli specialisti di settore un incontro di approfondimento sui temi: “MATEMATICA E INNOVAZIONE NEI PROCESSI PRODUTTIVI - MATHESIA: La piattaforma di crowdsourcing che risponde alle sfide di business con la matematica applicata”. L’evento e' realizzato col patrocinio: - della Camera di Commercio di Potenza, - di Confindustria Basilicata - della Regione Basilicata, e si terra' presso la Camera di Commercio di Potenza – Corso XVIII Agosto, 34 - giovedi' 4 giugno c.a. a partire dalle 15:30. All’evento interverranno: - “Opening dell’incontro” - Avv. Michele Somma (Presidente della Camera di Commercio di Potenza) e Prof. Giansalvatore Mecca (Prorettore con delega alla ricerca dell’UniBas) - “La matematica come strumento strategico di innovazione per l’impresa” - Paola Curci (Amministratore di SolEthEn) - “Conoscere per competere: istruzioni per l’uso delle competenze di un Dipartimento di Matematica” - Prof.ssa Elvira Di Nardo (Docente di statistica presso UniBas) - “Mathesia un nuovo modo per favorire la relazione tra imprese e mondo della ricerca” - Ottavio Crivaro (Amministratore di MOXOff) Agli interventi seguira' uno spazio di dibattito dove le aziende presenti, avranno modo di esporre bisogni/esigenze industriali specifiche o di settore che rappresentano potenziali sfide da risolvere attraverso gli strumenti presentati. Per partecipare all’evento e' preferibile registrarsi al seguente indirizzo http://www.mathesia.com/presentation/ -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

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Vacancy: Ph.D. position “Two-dimensional models in queues and risk: exact analytic methods” at Eindhoven University of Technology, The Netherlands
by Kapodistria, S. 03 Jun '15

03 Jun '15

Ph.D. position : “Two-dimensional models in queues and risk: exact analytic methods” In the framework of the project “Two-dimensional models in queues and risk”, funded by the Dutch Research Foundation NWO, there is a PhD position available in the Stochastic Operations Research group at the Department of Mathematics and Computer Science in Eindhoven University of Technology, in The Netherlands. The research topic brings together two, related, areas of applied probability: queueing theory and insurance risk. In both areas, one-dimensional stochastic processes are well understood. However, in queueing theory one is usually faced with a network of interconnected and interacting resources, or with several classes of interacting customers; and thus one needs to study multidimensional stochastic processes. Similarly, in insurance risk one often needs to study several, related, books of a company, and the capitals of different companies are often linked via reinsurance contracts -- again giving rise to multidimensional stochastic processes. In both areas, only few two- or higher-dimensional systems have allowed an exact analysis. Our main goal is to develop mathematical tools for the analysis of two-dimensional stochastic processes, and thus get a deeper insight into the intricate interactions which occur in, e.g., queueing systems and insurance risk processes. The project is methodologically oriented. We shall develop three sets of methods, viz., T1: exact analytic methods; T2: asymptotic techniques (heavy traffic); and T3: rare-event analysis and simulation. Important problem instances are coupled/parallel processors and their counterpart in insurance risk, and Ornstein-Uhlenbeck processes. Two PhD students have just started their research in T2 and T3; we have a vacancy for T1. o Job requirements: Candidates are expected to be fluent in English, both oral and in writing, and have an excellent background in (applied) mathematics, as evidenced by an MSc degree in preferably (applied) mathematics, or possibly econometrics, operations research or electrical engineering. Strong knowledge of applied probability and analysis is highly desirable. o Terms of employment: PhD candidates are appointed as temporary university employees for a four-year period (based on an initial one-year contract, with a three-year extension after a positive evaluation as to whether the research is expected to result in a PhD degree after four years). The terms of employment are governed by the Collective Labor Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. For further details, please refer, e.g., to http://w3.tue.nl/en/services/dpo/conditions_of_employment/tue_conditions_of… o Information: For further information, please contact one of the following persons: Prof.dr.ir. Onno Boxma (o.j.boxma(a)tue.nl<mailto:o.j.boxma@tue.nl>) Dr. Stella Kapodistria (s.kapodistria(a)tue.nl<mailto:s.kapodistria@tue.nl>) Prof.dr. Sindo Nunez Queija (nunezqueija(a)uva.nl<mailto:nunezqueija@uva.nl>) o Application: In order to apply, please send a detailed curriculum vitae, along with a brief cover letter motivating your interest, to one of the above-mentioned persons. o Application deadline: July 3 2015.

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messaggio tecnico
by Marco Romito 03 Jun '15

03 Jun '15

cari iscritti alla lista Random come avrete notato in questi giorni c'è stato qualche problema con la lista. Naturalmente problemi come questi emergono in occasione di festività o (come in questo caso) in occasione di ponti lunghi. Solo oggi siamo riusciti a contattare i tecnici informatici che gestiscono il server e a ripristinare le funzioni della lista. Ringraziamo innanzitutto Matteo Ruggiero che per primo si è accorto del problema. Inutile dire inoltre che i messaggi con intestazione (e contenuto) ``prova'' possono essere ragionevolmente ignorati. Preghiamo invece chiunque abbia inviato posta a Random tra il 27 maggio e questa mattina e che non abbia ricevuto riscontro dalla lista, di reinviare i propri messaggi. Nel dubbio è possibile controllare gli archivi: https://mail.dm.unipi.it/pipermail/random/summary.html scusate il disagio, Francesco Marco ps. Per chi fosse interessato a maggiori dettagli, due account del server che gestisce la lista sono stati compromessi (questo non ha conseguenze su Random, perché gli account erano di utenti ordinari) ed usati negli ultimi giorni per spedire SPAM. I tecnici sono intervenuti subito bloccando gli account, ma per cancellare gli SPAM hanno dovuto fermare il sistema di posta per alcune ore. Al riavvio del sistema di posta ``misteriosamente'' (nel senso che i tecnici su questo hanno dato spiegazioni più fumose) la lista non è ripartita e c'è stato bisogno di ulteriori smanettamenti.

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prova 6
by Marco Romito 03 Jun '15

03 Jun '15

prova 6

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prova 4
by Marco Romito 03 Jun '15

03 Jun '15

prova 4

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Postdoctoral positions in Buenos Aires
by Pietro Caputo 02 Jun '15

02 Jun '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 5:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Deadline: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Corso Bayesian Statistics: Modelling, computation and testing
by Consonni Guido 02 Jun '15

02 Jun '15

?? ?Dottorato in Statistica e matematica per la finanza Università Bicocca Milano Bayesian Statistics: Modelling, computation and testing Part II Valen Johnson, Texas A&M University June 8-11, 2015 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Fwd: Postdoctoral positions in Buenos Aires
by Francesco Caravenna 01 Jun '15

01 Jun '15

Ricevo e inoltro. > Da: Leonardo Rolla <leorolla(a)dm.uba.ar> > Oggetto: Postdoctoral positions in Buenos Aires > Data: 28 maggio 2015 17:25:35 GMT+02:00 > A: Leonardo Rolla <leorolla(a)dm.uba.ar> > > > > Dear friends and colleagues, > > I would much appreciate if you could help me broadcast the announcement below. > > Sorry in advance for any duplicates. > > Best regards, > > Leonardo T Rolla > Universidad de Buenos Aires > > > ---------- Forwarded message ---------- > Date: Thu, 28 May 2015 11:33:17 -0300 (ART) > From: probab(a)dm.uba.ar > Subject: Postdoctoral positions in Buenos Aires > > > Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. > > Please feel free to forward this message to other colleagues and potential candidates. > > Dealine: June 15. > > The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. > > Applicants should write to probab(a)dm.uba.ar attaching: > - CV > - Motivation letter > - Research statement > Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. > > Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ > > Thank you in advance, > Buenos Aires Probability Group > > -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
by Matteo Ruggiero 31 May '15

31 May '15

Cari Colleghi, con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la Laurea Magistrale in STOCHASTICS AND DATA SCIENCE Questo nuovo percorso formativo, interamente in lingua inglese, nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico. Maggiori informazioni sono disponibili alla pagina https://sites.google.com/site/unitosds/ Cordiali saluti, Laura Sacerdote, Program Coordinator, Università di Torino Matteo Ruggiero, Deputy Program Coordinator, Università di Torino --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Dottorato in Statistica e Matematica per la Finanza
by Andrea Ongaro 30 May '15

30 May '15

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Convegno in onore di Patrizia Berti - Ultimo Annuncio
by Fabrizio Leisen 30 May '15

30 May '15

Gentili Colleghi, con grande piacere vi segnalo il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015, Aula M1.1 (Edificio di Matematica) Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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annuncio di seminario
by Marco Scarsini 29 May '15

29 May '15

Il giorno 3/6/2015 alle ore 14.30 presso l’aula 305 b della sede Luiss in Viale Romania 32, il prof. Maciej Wilczyński terrà il seguente seminario: How to obtain a range of a nonatomic vector measure in R2 Abstract Using the Neyman–Pearson lemma we give a method for effecting a range of two nonatomic probability measures. We use this result to find an optimal partition in the cake division problem. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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conference "Constructive Renormalization Group: A conference in memory of Pierluigi Falco"
by Fabio Toninelli 29 May '15

29 May '15

Buon giorno a tutti, segnalo un'interessante conferenza su Gruppo di Rinormalizzazione Costruttivo (9-11 giugno, INFN - Laboratori Nazionali di Frascati): https://agenda.infn.it/conferenceDisplay.py?ovw=True&confId=9369 -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: Postdoctoral positions in Buenos Aires
by Elisabetta Candellero 28 May '15

28 May '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 4:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Dealine: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
by Matteo Ruggiero 28 May '15

28 May '15

Cari Colleghi, con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la Laurea Magistrale in STOCHASTICS AND DATA SCIENCE Questo nuovo percorso formativo nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico. Maggiori informazioni sono disponibili alla pagina https://sites.google.com/site/unitosds/ Cordiali saluti, Laura Sacerdote, Program Coordinator, Università di Torino Matteo Ruggiero, Deputy Program Coordinator, Università di Torino --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminario di Giovanni Zanco a Pavia
by Carbone Raffaella 27 May '15

27 May '15

Cari colleghi, vi annuncio che venerdì 29 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, Giovanni Zanco (Università di Pisa) terrà un seminario dal titolo: INFINITE DIMENSIONAL METHODS FOR PATH-DEPENDENT SDES: KOLMOGOROV EQUATIONS AND ITO FORMULAE nell'ambito del Seminario di Matematica Applicata (IMATI-CNR e Dipartimento di Matematica, Pavia). Tutti gli interessati sono invitati a partecipare. Abstract. Path-dependent stochastic differential equations are (non-markovian) equations whose coefficients are allowed to depend on the whole trajectory of the solution up to the present time, and are a powerful tool in modeling complex evolution systems with memory that appear in finance, engineering and biology. Even when the state space is finite dimensional, they are intrinsecally infinite dimensional. I will show how path-dependent SDEs can be studied in a product space framework (inspired by the theory for delay equations) using standard differential and topological structures. This framework is helpful to prove existence and uniqueness of classical solutions to path-dependent Kolmogorov-type PDEs on the space of continuous paths, to obtain probabilistic representation formulas for such solutions and moreover to prove Ito-type formulae for functionals of paths of continuous semimartingales, thus providing a counterpart of the functional Ito calculus developed by Dupire, Cont and Fournié. It also provides an insight on the role and the analytical structure of the so-called horizontal derivative, which is a key object in the study of path-dependent equations. The results I will present have been obtained in collaboration with Franco Flandoli (Unipi) and Francesco Russo (Ensta-ParisTech). -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Convegno Gini
by Carlo Sgarra 26 May '15

26 May '15

Segnalo all'attenzione di eventuali interessati il seguente convegno, che si svolgerà a Padova il 7 e l' 8 di settembre dell'anno in corso, in memoria di Gini: http://convegnogini.stat.unipd.it/en/index.php Mi scuso per eventuali "doppioni". Cordiali Saluti. Carlo Sgarra

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Seminar on Credit Risk by Andrea Pallavicini, Fri May 29 9:30 AM - 1:00 PM Aula Fermi @ SNS
by Giacomo Bormetti 25 May '15

25 May '15

Dear all, Friday May 29 2015, 9:30 - 11:00 AM and 11:30 AM - 1:00 PM in Aula Fermi, Scuola Normale Superiore Pisa Andrea Pallavicini Banca IMI, Milano and Imperial College, London will deliver the seminar "Credit Risk Modelling Before and After the Crisis" Abstract: The financial crisis started in 2007 has shown that any pricing framework must include from the very beginning the possibility of default of any market player. As a consequence derivative valuation and risk analysis have moved from exotic derivatives managed on simple single-asset classes to simple derivatives embedding credit risk and new, or previously neglected, types of complex and interconnected non-linear effects. Derivative valuation is adjusted to include counterparty credit risk and contagion effects along with funding costs due to collateral posting, treasury policies, and regulatory constraints. A second level of complexity is produced by moving from a single trade to the whole bank portfolio. Aggregation-dependent valuation processes, and theirs operational challenges, arising from non-linearities are discussed both from a mathematical and practical point of view. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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SUMMER SCHOOL - Stochastic Analysis with applications - Levico Terme
by Paolo Dai Pra 25 May '15

25 May '15

SUMMER SCHOOL - Stochastic Analysis with applications in biology, finance and physics Ho il piacere di annunciarvi che il gruppo di ricerca “Stochastic Analysis with applications in biology, finance and physics” delle Università di Berlino-Potsdam (RTG 1845) ha organizzato, in collaborazione con i probabilisti dell’Università di Padova, una Scuola Estiva che si terrà a Levico Terme (TN) dal 28 Settembre al 3 Ottobre 2015. Il programma consiste di due minicorsi e comunicazioni brevi. I minicorsi saranno tenuti da: Francesco Caravenna, University of Milano-Bicocca "Polynomial Chaos and Scaling Limits of Disordered Systems" Massimiliano Gubinelli, Université Paris Dauphine "Applications of paracontrolled distributions" È possibile vedere i rispettivi abstract alla pagina https://www.mathematik.hu-berlin.de/de/rtg1845/qualprog/sumschool Le comunicazioni brevi saranno tenute esclusivamente da dottorandi e postdocs. In base alle richieste di partecipazione valuteremo se organizzare una sezione di poster. La partecipazione di dottorandi e postdocs è perciò fortemente incoraggiata: invito i colleghi a diffondere l’annuncio. È previsto un contributo alle spese di alloggio e vitto. Coloro che intendono partecipare sono pregati di scrivere a Paolo Dai Pra (daipra(a)math.unipd.it) entro il 30 Giugno 2015, indicando: - dati anagrafici e affiliazione; - eventuale proposta di una comunicazione; - eventuale richiesta di contributo alle spese. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Avviso: new ECMI website and blog
by Alessandra Micheletti 23 May '15

23 May '15

We are pleased to announce that the new web page of ECMI (European Consortium for Mathematics in Industry) is now online at http://ecmiindmath.org and it now contains a blog. The pages will contain up-to-date information about events and opportunities and will feature the different ECMI centres, who will have the chance to present themselves and their activities. An advantage of the blog concept is that you can subscribe to news by email, so that you need not worry about missing anything. You'll receive a notification for all new posts by email. To subscribe you just have to enter your email address in the field at the bottom of the page and click *FOLLOW*. Please pass this information also around your institution and encourage everyone to subscribe. Alessandra Micheletti Member of the ECMI Council -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Bozen-Bolzano Risk School
by Durante Fabrizio 22 May '15

22 May '15

Dear Colleague, the Faculty of Economics and Management is organizing the BOZEN-BOLZANO RISK SCHOOL, which will be held in Bolzano, Italy, on September, 22nd-23rd 2015. The event will aim at providing to PhD students and to early researchers overview lectures about basic aspects of risk quantification, like multivariate risk models, risk measures and set-optimization methods. There will be also the possibility for young researchers to present their results. For more information, see http://pro1.unibz.it/projects/bz_risk_school/index.html Please, do not hesitate to contact me for more details. Thanks in advance for your interest! Best regards Fabrizio Durante ***************************************************************** Fabrizio Durante Faculty of Economics and Management Free University of Bozen-Bolzano Piazza Università 1 - Universitätplatz 1 I-39100 Bozen-Bolzano T: +39 04710 13493 E-mail: Fabrizio.durante(a)unibz.it<mailto:Fabrizio.durante@unibz.it> Web: sites.google.com/site/fbdurante According to the Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information that is intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. In any case you may not copy or disseminate this message to anyone. Thank you.

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Seminario di Robert Morris a Roma Tre il 29/05/15
by Pietro Caputo 21 May '15

21 May '15

Prof. R. Morris (IMPA, Brasile) Titolo: Universality for bootstrap percolation in two dimensions Venerdi' 29 Maggio 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 211 (Largo San L. Murialdo,1 - Palazzina C) Abstract: In the classical r-neighbour bootstrap percolation model on a graph G, vertices are initially infected independently at random with probability p, and subsequently vertices become infected as soon as they have at least r already-infected neighbours. In this talk we will discuss a vast generalization of this model on the lattice Z^d, which was introduced recently by Bollobas, Smith and Uzzell. Somewhat surprisingly, it turns out that in two dimensions there are only a small number of possible behaviours. We will discuss what is known so far, and the many open questions in higher dimensions. This is joint work with Bela Bollobas, Hugo Duminil-Copin and Paul Smith.

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Workshop - Reciprocal processes
by Dai PRA Paolo 21 May '15

21 May '15

Il 29 Maggio 2015, presso il Dipartimento di Matematica dell'Università di Padova, si svolgerà il Workshop New challenges in reciprocal processes, Schrödinger bridges and optimal transport with applications to control engineering problems for classical and quantum systems Il programma dettagliato e altre informazioni si possono trovare al sito: www.math.unipd.it/~daipra/reciprocal Invited lectures Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota) Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam) Markus Fischer (Department of Mathematics, University of Padova) Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota) Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest) Sylvie Roelly (Institut fuer Mathematik, Universitaet Potsdam) Francesco Ticozzi (Department of Information Engineering University of Padova Paolo Dai Pra Dipartimento di Matematica Università di Padova Via Trieste, 63 - 35121 Padova (Italy) Tel: +390498271361 Fax: +390498271428 daipra(a)math.unipd.it > Paolo Dai Pra > Dipartimento di Matematica > Università di Padova > Via Trieste, 63 - 35121 Padova (Italy) > Tel: +390498271361 > Fax: +390498271428 > daipra(a)math.unipd.it

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2015/16 PhD program at IMT Institute for Advanced Studies Lucca
by Irene Crimaldi 21 May '15

21 May '15

*2015/16 PhD program at IMT Institute for Advanced Studies LuccaDeadline for applications – June 29 th 2015, 6 pm Italian time* To apply: www.imtlucca.it/phd/prospective/application Applications are now being accepted for the 2015/16 PhD program at the IMT Institute for Advanced Studies Lucca (www.imtlucca.it). Highly motivated candidates are invited to apply for one of the *35 fully-funded scholarships* within a doctoral program that integrates scientific competences of economics, engineering, computer science, physics, applied mathematics, statistics, history and sciences of cultural heritage. The three-year program is articulated in *3 field-specific curricula *which, in many instances, share a common scientific background. IMT Lucca PhD students will focus their academic experiences in one of the 10 different research units. This concentrated approach enables students to gain the maximum benefit from their time in the program and to effectively prepare themselves to excel in careers in research and academia in their chosen field. Candidates can apply for one (or more) of the following curricula: *- Computer Science and Systems Engineering (CSSE)- Economics, Management and Data Science (EMDS)- Analysis and Management of Cultural Heritage (AMCH)* Courses are led by world-renowned researchers and provide students with the necessary theoretical skills and advanced tools for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. In fact, IMT's outgoing PhDs will be able to use the skills they obtained during their studies to recognize and resolve complex problems to choose the most appropriate method or instrument to utilize when affronting these problems, even in disciplines outside of their primary field of research. *All students are based in the recently restored San Francesco complex, a fully integrated campus in the historical center of the beautiful Tuscan city of Lucca. *The campus *includes residential facilities, an on-site canteen, study and living rooms, and outdoor recreational spaces*; all serving to add a cultural and social dimension to the professional experience of our doctoral program. Eligible students will also receive a *research scholarship *which amounts to approximately €13,600/year. Our PhD program attracts students from around the world, providing a truly international environment. *English is the official language of the Institute.* Besides, to further enhance the internationality of the program, all students have the opportunity to *spend periods abroad *at research institutes or laboratories or universities, both within the Erasmus+ framework or through ad hoc mobility agreements. To find out more about the Institute, the admission requirements and how to apply; please see www.imtlucca.it/phd *The deadline for applications is June 29 th 2015, 6 pm Italian time.* Find IMT on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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[amases-soci] Fwd: Concorso di ricercatore a tempo determinato (fwd)
by Tiziano Vargiolu 20 May '15

20 May '15

---------- Messaggio inoltrato ---------- Da: "Anna Rita Bacinello" <bacinel(a)units.it> Data: 20/Mag/2015 15:34 Oggetto: Concorso di ricercatore a tempo determinato Cc: Carissimi, Sull'Albo Ufficiale d'Ateneo (http://www.units.it/ateneo/albo/) il giorno 18/05/2015 ? stato pubblicato il bando relativo alla pubblica selezione per l'assunzione di un ricercatore a tempo determinato presso l?Universit? di Trieste, ai sensi dell'art. 24 della legge 30 dicembre 2010 n. 240, nel Settore concorsuale 13/D4 - Settore scientifico-disciplinare: SECS-S/06 (la registrazione all?albo porta il numero 395, il relativo Decreto ha il numero 427). Potresti per cortesia far circolare la notizia fra i soci? Grazie. Un caro saluto, a presto, Anna Rita

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Postdoc position in Gottingen
by Alessio Farcomeni 20 May '15

20 May '15

With apologies for cross-posting. Alessio

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Avviso di mini-corso :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 May '15

19 May '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Giovedì, 18 Giugno, ore 10:00-13:00 e 14:00-16:00 Venerdì, 19 Giugno, ore 10:00-13:00 e 14:00-16:00 ----------------------------------------------------------------------------- Aula VII (laboratorio informatica, piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dipartimento di Scienze Statistiche, Università di Padova) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo L I K E L I H O O D A S Y M P T O T I C S Il corso è gratuito ma, dato il numero limitato di postazioni disponibili in laboratorio, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: https://goo.gl/iw2k7J Al più tardi entro Mercoledì 3/6 verrà inviata conferma definitiva dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias (as usual) in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Syllabus sintetico (esteso allegato): - Likelihood inference (first-order asymptotics) - Numerical and graphical aspects in R - Higher order asymptotics - Asymptotic theory for estimating equations and pseudolikelihoods

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Seminario PERIN (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti 18 May '15

18 May '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 25 Maggio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Information coding in vestibular hair cells" Paola PERIN University of Pavia Abstract: Hair cells are the mechanoreceptors in our auditory and vestibular systems. Vestibular afferent neurons are classified on the basis of their motion selectivity (direction, response to linear vs. angular motion), discharge regularity, gain and dynamics (tonic vs. phasic). The properties of vestibular hair cells and afferent fibers are optimized for the transduction for low frequency stimuli (head motion, mostly below 50 Hz). Moreover, vestibular hair cells display a resting transmitter release rate which is used to set a baseline: increases above resting discharge signal movements in one direction, decreases signal movements in the opposite direction. Whereas discharge regularity appears to be a postsynaptic property, afferent dynamics is determined presynaptically, but the mechanisms involved are still unclear. In our work we have recorded currents, voltages and release from vestibular hair cells from the frog utricle and built a model of a hair cell connected to an afferent fiber upon mechanical stimulation. Our results suggest that dynamics is affected by ion currents (especially BK and IA) whereas presynaptic release properties affect resting discharge but not postsynaptic dynamics. ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile dopo aver segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http:// rgs.mat.unimi.it/.

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Seminario TARDELLA
by Matteo Ruggiero 15 May '15

15 May '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi 22 Maggio 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Luca TARDELLA (Università di Roma "La Sapienza”) FLEXIBLE BEHAVIORAL CAPTURE-RECAPTURE MODELLING Abstract: We develop some new strategies for building and fitting new flexible classes of para- metric capture-recapture models for closed populations which can be used to address a better understanding of behavioural patterns. We first rely on previous approaches based on a conditional probability parameterization and review how to regard a large subset of standard capture-recapture models as a suitable partitioning in equivalence classes of the full set of conditional probability parameters. We then propose a regression approach combined with the use of new suitable quan- tifications of the conditioning binary partial capture histories as a device for enlarging the scope of flexible behavioural models and also exploring the range of all possible partitions. We show how one can easily find unconditional MLE of such models within a generalized linear model framework. We illustrate the potential of our approach with the analysis of some known datasets and a simulation study. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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de Finetti Risk Seminar - May 2015
by Emanuela Rosazza 14 May '15

14 May '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Financial Models with Defaultable Numeraires Johannes Ruf University College London ABSTRACT Financial models are studied where each asset may potentially lose value relative to any other. To this end, the paradigm of a pre-determined nume raire is abandoned in favour of a symmet- rical point of view where all assets have equal priority. This approach yields novel versions of the Fundamental Theorems of Asset Pricing, which clarify and extend non-classical pricing formulas used in the financial community. Furthermore, conditioning on non-devaluation, each asset can serve as nume raire and a classical no-arbitrage condition be formulated. It is shown when and how these local conditions can be aggregated to a global no-arbitrage condition. Joint work with Travis Fisher and Sergio Pulido LOCATION: The seminar will be held on Wednesday, May 20, at 18.00, Aula di Rappresentanza, Dipartimento di Matematica, Università di Milano, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 12 May '15

12 May '15

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 18 maggio alle ore 14:30 nell'aula 2BC30 del Dipartimento di Matematica dell'Universita' degli Studi di Padova. SPEAKER: Stefan Grosskinsky (Mathematics Institute, University of Warwick) TITLE: Metastability in condensing zero-range processes ABSTRACT: We consider a zero-range process with jump rates decreasing with the occupation number, which is known to exhibit a condensation phenomenon where a finite fraction of all particles concentrates on a single lattice site. We derive a scaling limit for the asymptotic stationary dynamics of the condensate location in the thermodynamic limit on a one-dimensional torus. Our proof follows previously developed methods using potential theory and a martingale approach, which have been applied to zero-range processes on finite lattices. The main challenge and novelty of our paper arises from the absence of attractor states which complicates the proof of equilibration within metastable wells and requires a coupling argument to get uniform bounds on exit rates from wells. This is joint work with Ines Armendariz and Michalis Loulakis. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminario di Petr Veverka a Pavia
by Carbone Raffaella 11 May '15

11 May '15

Cari colleghi, vi annuncio che giovedì 14 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, il Dr. Petr Veverka (Politecnico di Milano) terrà un seminario dal titolo: STOCHASTIC MAXIMUM PRINCIPLE FOR NEAR-OPTIMALITY AND ITS APPLICATION TO FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH JUMPS Abstract. In the talk, Zhou's near-optimal stochastic maximum principle will be recalled and used for deriving the necessary and sufficient conditions for near-optimality of controlled nonlinear stochastic systems governed by Forward-Backward Stochastic Differential Equation with jumps. The result is a joint work of P.V., M. Hafayed and S. Abbas. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Seminario Dott.Torrisi (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 11 May '15

11 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 15 Maggio, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Dott. Giovanni Luca Torrisi (CNR-Istituto per le Applicazioni del Calcolo) Title Probability approximation of spatial point processes Abstract: We give a quantitative Gaussian and Poisson approximation for the first chaos (or innovation) of spatial point processes with conditional intensity. To this aim we use a Malliavin-Stein-Chen approach. This method is essentially based on the following two steps. First, we provide an integration by parts (IBP) formula which relates the first chaos with the discrete Malliavin operator. Second, we derive the probability approximations by combining the IBP formula with the Stein and Chen methods. Our findings extend the corresponding results on the Poisson space due to Peccati, Solè, Taqqu and Utzet (2010) and Peccati (2011). The general bounds presented in this talk are applied to stationary, inhibitory and finite range Gibbs point processes with pair potential, providing explicit error bounds and quantitative limit theorems. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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3 PhD programs in Mathematics in Rome
by Domenico Marinucci 08 May '15

08 May '15

Apologies for cross-posting Please forward to whom it might be interested *********************************************************** Starting this year the three public Universities of Rome (Roma La Sapienza, Roma Tor Vergata, Roma 3) are collaborating to create a unique global environment for PhD studies in Mathematics. There are a total of 19 fellowships available. More information and applications at http://www.rome-phd-math-programs.it All interested perspective PhD students are invited to apply. ***********************************************************

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International Conference in Venice - CALL FOR PAPERS - deadline 15th of May
by Monica Billio 07 May '15

07 May '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 *GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 1-2, 2015. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *fourteenth* of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * *Wealth inequality, firm financing and credit risk* o Is local wealth inequality affecting the quality of institutions and the choice over market versus bank finance, and thereby determining corporate finance and credit risk outcomes? * *Home ownership and credit risk* o Are measures promoting home ownership or financial innovations responding to an increase in ownership demand, for example, resulting in more credit risk? * *Collateral availability, credit and risk* o Is the availability of collateral determining credit granting and credit risk? * *Banking supervision and credit risk* o Is the level and quality of bank supervision leading to an optimal level of credit risk? o What is the impact of the institutional organization of banking supervision on credit risk? * *Central bank policies and credit risk* o Are monetary conditions drivers of bank credit risk taking? Under all circumstances? The Scientific Committee for the Conference consists of: *Steven Ongena*, University of Zurich, Programme Chair *Mark Carey, *Board of Governors of the Federal Reserve System *Hans Degryse*, KU Leuven *Jan Krahnen*, Goethe University *André Lucas*, VU University Amsterdam *Loriana Pelizzon*, Ca Foscari University of Venice and Goethe University *Stephen Schaefer*, London Business School The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Viral Acharya* (New York University), *Mark Carey* (Board of Governors of the Federal Reserve System), *Hayne Leland* (University of California, Berkeley), *Jean Charles Rochet* (University of Zurich) and *Vikrant Vig* (London Business School). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 15, 2015 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 10, 2015*. The final version of accepted papers must be received by August 31, 2015. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it>

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Fwd: Announcing Workshop Disordered Models in Mathematical Physics
by Francesco Caravenna 06 May '15

06 May '15

> Da: Leonardo Rolla <leonardo.rolla(a)gmail.com> > Oggetto: I: Announcing Workshop Disordered Models in Mathematical Physics > Data: 04 maggio 2015 18:28:07 GMT+02:00 > A: undisclosed-recipients:; > > > Dear colleagues and friends, > > Please find below the announcement of the workshop Disordered Models of Mathematical Physics. > > Feel free to pass it forward. > > Many thanks, > Leo > > > ---------- Forwarded message ---------- > From: Joaquín Fontbona <fontbona(a)dim.uchile.cl> > Date: Wed, Apr 8, 2015 at 3:37 PM > Subject: Announcing Workshop Disordered Models in Mathematical Physics > > Dear colleagues and friends, > > We are pleased to announce the workshop Disordered Models of Mathematical Physics, which will take place in July 21-24, 2015, in Valparaíso, Chile. This workshop is a Satellite Meeting of the XVIII International Congress on Mathematical Physics, which will take place in Santiago, Chile, between July 27 and August 1, 2015. > > The main focus of the workshop will be recent developments in probabilistic models arising from problems in mathematical physics. The meeting is sponsored by Nucleus Millenium Stochastic Models of Complex and Disordered Systems together with the Center for Mathematical Modeling – U. de Chile and the Faculty of Mathematics – PUC. > > > CONFIRMED SPEAKERS > Elie Aïdékon (U. Paris 6) > Daniel Ahlberg (IMPA) > Louis-Pierre Arguin (U. Montréal) > Antonio Auffinger (Northwestern U.) > Yuri Bakhtin (Courant I.) > Paul Bourgade (Courant I.) > Anton Bovier (U. Bonn) > Nicolas Curien (U. Paris-Sud) > Pablo Ferrari (U. Buenos Aires) > Leonid Koralov (U. Maryland) > Davar Khoshnevisan (U. Utah) > Brian Rider (Temple U.) > Leonardo Rolla (U. Buenos Aires) > Arnab Sen (U. Minnesota) > Alexandre Stauffer (U. Bath) > Laurent Tournier (U. Paris 13) > Maria Eulalia Vares (U. F. Rio de Janeiro) > Jun Yin (U. Wisconsin-Madison) > Ofer Zeitouni (Courant I. / Weizmann I.) > > SCIENTIFIC COMMITTEE: Charles Newman (Courant I.), Jeremy Quastel (U. Toronto), Vladas Sidoravicius (IMPA). > > ORGANIZING COMMITTEE: Joaquín Fontbona (U. Chile), Gregorio Moreno (PUC), Alejandro Ramírez (PUC) and Daniel Remenik (U. Chile). > > > We expect to have partial funding for students and young researchers (specially from Latin America) interested in attending the workshop. More details about this will be included in a future announcement. We suggest those who are interested to write to dmmp2015(a)dim.uchile.cl or any of the organizers. > For more details about the workshop you can visit http://eventos.cmm.uchile.cl/dmmp2015/, which we will be updating regularly with information about speakers, program, hotels, etc. > > We hope to see you in Valparaíso! > > Organizing committee > > -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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2 seminari di Andreas Kyprianou
by Matteo Ruggiero 06 May '15

06 May '15

****************************************************************** LAGRANGE LECTURES meet STATISTICS SEMINARS ****************************************************************** Nell’ambito: - delle Lezioni Lagrangiane del Dipartimento di Matematica "G. Peano” dell'Università di Torino; - della Statistics Seminar Series del Collegio Carlo Alberto; ANDREAS KYPRIANOU (University of Bath) terrà due seminari dal titolo DEEP FACTORISATION OF THE STABLE PROCESS I due seminari sono organizzati come consecutivi, il primo più divulgativo e il secondo fruibile da un pubblico più esperto anche senza aver seguito il primo, e si svolgeranno rispettivamente - Giovedì 14 Maggio 2015, ore 15.00, Aula Magna, Dipartimento di Matematica, Via Carlo Alberto 10, Torino - Venerdì 15 Maggio 2015, ore 11.30, Aula Rossa, Collegio Carlo Alberto, via Real Collegio 30, Moncalieri Tutti gli interessati sono invitati a partecipare. I seminari sono organizzati - dal Dipartimento di Matematica "G. Peano” dell’Università di Torino - dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Segue l’abstract del doppio seminario. Cordiali saluti, Matteo Ruggiero (Università di Torino e Collegio Carlo Alberto) Laura Sacerdote (Università di Torino) Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. Y. Rinott a ROMA 1
by Nappo, Giovanna 06 May '15

06 May '15

********************************************************************* SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA ******************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' LA SAPIENZA DI ROMA ******************************************************************** piazzale Aldo Moro 2, 00185 Roma ******************************************************************* Yosi Rinott (The Hebrew University of Jerusalem and LUISS) Title: On Measuring and Comparing Usefulness of Statistical Models Aula di Consiglio del Dipartimento di Matematica Venerdi' 8 maggio, ore 14,30 Abstract: Statistical models in econometrics, biology, and most other areas, should not be expected to be "correct", and often are not very accurate, but may still be useful. The choice of a model for the analysis of data depends on the purpose of the analysis, the nature of the data, and also on the sample or data size. Erev, Roth, Slonim and Barron (2007) [Economic Theory, 33, 29–51] studied models for prediction of future play in game-theoretic experiments and proposed an approach for quantification of the value of a model. Combining ideas from the latter article and the well-known AIC criterion, we propose another quantification of the chosen model's relative predictive value, which depends on the data and its size. Our research was first motivated by data from experimental economics, and we also study the Hardy-Weinberg model in biology. Joint work with David Azriel ************************************************************************************* Tutti gli interessanti sono invitati a partecipare. Giovanna Nappo

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Seminario ANDREAS KYPRIANOU
by Federico Polito 06 May '15

06 May '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Nell'ambito delle "Lezioni Lagrangiane" del Dipartimento di Matematica "G. Peano", Università degli Studi di Torino, Via Carlo Alberto 10, giovedì 14 Maggio 2015 alle ore 15:00 in Aula Magna, Il Prof _ANDREAS KYPRIANOU_ (Department of Mathematical Sciences, University of Bath) terrà un seminario dal titolo _DEEP FACTORISATION OF THE STABLE PROCESS_ Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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(senza oggetto)
by Mariani, Mauro 06 May '15

06 May '15

Cari amici vi invito a partecipare al seminario di Max Fathi (Università di Parigi Jussieu) presso il dipartimento di matematica dell'università di Roma La Sapienza (sito in piazzale Aldo Moro 5, Roma), i cui dettagli sono riportati di seguito. A presto Mauro Mariani Data ed aula: lunedì 11 maggio, ore 14:30, aula di consiglio (primo piano) Titolo: A gradient flow approach to large deviations for diffusion processes Sunto: In the 80s, De Giorgi introduced the notion of abstract gradient flows, which allowed to define a notion of solutions to ordinary differential equations of the form x' = −grad F(x) on metric spaces (rather than Riemannian manifolds for the usual definition). In 2005, Ambrosio, Gigli and Savare showed that when we consider the space of probability measures on R d endowed with the Wasserstein metric, this notion allows to give an alternate formulation for Fokker-Planck equations. These equations are the PDEs whose solutions are the flow of marginals of solutions of stochastic differential equations of the form dX = −grad H(X)dt + dB . In this talk, I will explain how we can use this notion to study large deviations for sequences of SDEs. The main result is that proving a large deviation principle is equivalent to studying the limit of a sequence of functionals that appear in the abstract gradient flow formulation for Fokker-Planck equations. As an application, I will show how to obtain large deviations from the hydrodynamic scaling limit for a system of interacting continuous spins in a random environment.

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Rettifica data e ora seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 06 May '15

06 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Giovedi' 14 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Convegno in onore di Patrizia Berti - Programma e Pagina web
by Fabrizio Leisen 05 May '15

05 May '15

Gentili Colleghi, con grande piacere vi segnalo(per la seconda volta) il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Seminario Prof. Penson (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 05 May '15

05 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 8 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma PROF. K.A. PENSON (Theoretical Physics, Sorbonne, Univ. Paris VI, France) terrà un seminario dal titolo: *PROBABILISTIC AND FREE-PROBABILISTIC PROPERTIES OF 2D CONSTELLATION NUMBERS* *Abstract:* After a short introduction about the properties of classical Catalan numbers and their role in Physics we shall dwell on a certain quite vast generalisation of Catalan numbers called the constellation numbers. We solve exactly the Hausdorff moment problem for these numbers and provide explicit expressions for appropriate positive weight functions. For certain values of parameters we analyse the properties of these solutions from the point of view of the free probability, and demonstrate their infinite divisibility with respect to the free additive convolution. We introduce the idea of fractional constellation numbers and provide complete solutions to this particular case. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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Seminario di Yinon Spinka a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Yinon Spinka (Tel Aviv) Title: Long-range order in random 3-colorings When: Martedi' 19 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI), Largo San L. Murialdo, 1 Abstract: We study the anti-ferromagnetic 3-state Potts model of statistical physics. In this model, one samples a random coloring of a box in Z^d with 3 colors, with the probability of a coloring f being proportional to exp(-beta*N(f)), where beta>0 is a parameter (representing the inverse temperature) and N(f) is the number of edges connecting vertices colored with the same color. Our main result is that in high dimensions and low temperature (large beta), a sampled coloring will typically exhibit long-range order, placing the same color at most of either the even or odd vertices of the box. This extends previous work of Galvin, Kahn, Peled, Randall and Sorkin. The main ingredient in our proof is a new structure theorem for 3-colorings which characterizes the ways in which different "phases" may interact, putting special emphasis on the role of edges connecting vertices of the same color. We also discuss several related conjectures. No background in statistical physics will be assumed and all terms will be explained. Joint work with Ohad Feldheim.

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Seminario di Quentin Berger a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Quentin Berger (Universita' Parigi 6) When: Mercoledi 13 maggio ore 11, Where: Aula 211, Pal. C Dip. Matematica e Fisica, RomaTre, Largo San L. Murialdo, 1 - 00146 Roma Title: Disorder relevance for the pinning model (joint work with Hubert Lacoin) Abstract: A central question in the study of disordered systems (and in particular of their phase transition) is that of disorder relevance: one wants to determine whether an arbitrarily small quantity of disorder affects or not the critical behavior of the system. The physicist Harris provided a simple and general criterion to know whether disorder was relevant or irrelevant for a given d-dimensional system. In this talk, we will introduce the pinning model, a family of disordered systems, which has attracted much attention in the past decade: it considers a 1-dimensional polymer chain interacting with an inhomogeneous defect line, undergoing a localization phase transition. For this model, Harris' prediction has been rigorously proved, but the marginal case (for which Harris criterion gives no prediction) was partially left open. We will present here a necessary and sufficient condition for disorder relevance for the pinning model, solving completely the question for this model.

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Seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Martedi' 12 Maggio 2015 ORE 15:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Mini courses announcement: numerical approaches for SDE, Statistics and Finance [ Dr. Michele Bonollo - Iason Ltd ]
by Luca di persio 04 May '15

04 May '15

Dr. Michele Bonollo [ Iason Ltd. ] will give two mini courses on SDE and Statistics, both from an applicative/numerical point of view, at the Department of Computer Science of the University of Verona. The courses will be divided as follows - *24h * SDE, *8h* Statistics and they will be developed according to the following (tentative) calendar - Wed May 6 16.30-18-30 2 h - Mon May 11 14.30-18.30 4 h - Mon May 18 14.30-18.30 4 h (STAT) - Wed May 20 16.30-18.30 2 h - Mon May 25 14.30-18.30 4 h - Wed May 27 14.30-18.30 4 h (STAT) - Wed June 3 14.30-18.30 4 h - Mon June 8 14.30-18.30 4 h - Wed June 10 16.30-18.30 4h Covered topics will include SDE Topics - SDE and Closed form solutions: Black and Sholes model review - SDE Approximations: from the Eulero scheme to some higher order techniques. Weak and strong convergence definitions - The stochastic processes simulation - Discrete space and discrete state processes: the trees approaches versus the diffusion perspective - Some Brownian motion useful functionals: first hitting time, occupation time, - Application 1: Exotic derivative evaluation - Application 2: full evalution of VaR versus Delta-Gamma-Vega VaR - The compound Poisson process and the Operational VaR estimation STAT Topics - Parameter Estimation and Calibration review - Volatility surface: tricks and practical problems - Principal Component Analysis: applications to the term structure and to the volatility surface All the lessons will be given here https://goo.gl/maps/Yx2JU Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2 and they will start in Room M. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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No Free Lunch Seminar by Prof. Massimiliano Caporin, Wed May 6 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 04 May '15

04 May '15

Dear all, Wednesday May 6 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Massimiliano Caporin Department of Economics and Management "Marco Fanno" - Università di Padova will deliver the seminar "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification" Abstract: The need for understanding the propagation mechanisms behind the recent financial crises lead the increased interest for works associated with asset interconnections. In this framework, network-based methods have been used to infer from data the linkages between institutions. In this paper, we elaborate on this and make a step forward by introducing network linkages into linear factor models. Networks are used to infer the exogenous and contemporaneous links across assets, and impacts on several dimensions: network exposures act as in inflating factor for systematic exposure to common factors with implications for pricing; the power of diversication is reduced by the presence of network connections; in the presence of network links a misspecied traditional linear factor model provides residuals that are correlated and heteroskedastic. We support our claims with an extensive simulation experiment. Joint work with Monica Billio, Roberto Panzica, and Loriana Pelizzon. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Seminari di Eckhard Platen all'Università di Firenze
by Giacomo Scandolo 04 May '15

04 May '15

Ricordo che il Prof. Eckhard PLATEN (University of Technology, Sydney) questa settimana terrà due seminari presso il Dipartimento di Scienze per l'Economia e l'Impresa Edificio D6, via delle Pandette, 32, Firenze Tutti gli interessati sono invitati a partecipare ============================================================= Giovedì 7 Maggio, 10.00-12.00, aula D6/105 ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' Abstract. In financial and actuarial modelling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Brownian motions. The aim of this lecture is to present various numerical methods used in quantitative finance for models involving stochastic differential equations with jumps. It emphasises mathematical concepts, techniques and intuition crucial for modern numerical methods in derivative pricing and risk management. Questions of numerical stability and convergence will be discussed. Several recent results will be presented on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector and extrapolation methods. ============================================================= Venerdì 8 Maggio, 10.00-12.00, aula D6/013 "A Benchmark Approach to Finance " Abstract. This lecture introduces into the benchmark approach, which provides a generalized framework for financial market modelling. It allows for a unified treatment of derivative pricing, portfolio optimization and risk management. It extends beyond the classical asset pricing theories, with significant differences emerging for extreme maturity contracts and risk measures relevant to pensions and insurance. The Law of the Minimal Price will be presented for derivative pricing. A Naïve Diversification Theorem allows forming a proxy for the numeraire portfolio. The richer modelling framework of the benchmark approach leads to the derivation of tractable, realistic models under the real world probability measure. It will be explained how the approach differs from the classical risk neutral approach. Examples on long term and extreme maturity derivatives demonstrate the important fact that a range of contracts can be less expensively priced and hedged than suggested by classical theory. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Annuncio di seminario
by Tiziano Vargiolu 04 May '15

04 May '15

ANNUNCIO DI SEMINARIO Il Prof. Eckhard Platen, professore alla University of Technology di Sydney ed attuale Presidente della Bachelier Finance Society, terra' il seguente seminario dalle 14.30 alle 15.30 del martedi' 5 maggio in aula 2BC60 del Dipartimento di Matematica, via Trieste 63, Padova. (Si noti lo spostamento dalla originale aula 2AB40 alla 2BC60) Referente: W. Runggaldier __________________ TITLE: BENCHMARKED RISK MINIMIZATION ABSTRACT: The paper discusses the problem of hedging not perfectly replicable contingent claims by using a benchmark, the numeraire portfolio, as reference unit. The proposed concept of benchmarked risk minimization generalizes classical risk minimization, pioneered by Foellmer, Sondermann and Schweizer. The latter relies on a quadratic criterion, requesting the square integrability of contingent claims and the existence of an equivalent risk neutral probability measure. The proposed concept of benchmarked risk minimization avoids these restrictive assumptions. It employs the real world probability measure as pricing measure and identifies the minimal possible price for the hedgeable part of a contingent claim. Furthermore, the resulting benchmarked profit and loss is only driven by nontraded uncertainty and forms a martingale that starts at zero. Benchmarked profit and losses, when pooled and sufficiently independent, become in total negligible. This property is highly desirable from a risk management point of view. It is making asymptotically benchmarked risk minimization the least expensive method for pricing and hedging of an increasing number of not fully replicable benchmarked contingent claims. (Joint work with Ke Du.)

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Workshop announcement
by Paolo Dai Pra 30 Apr '15

30 Apr '15

NEW CHALLENGES IN RECIPROCAL PROCESSES, SCHRODINGER BRIDGES AND OPTIMAL TRANSPORT WITH APPLICATION TO CONTROL ENGINEERING PROBLEMS FOR CLASSICAL AND QUANTUM SYSTEMS Organizers: Paolo Dai Pra, Michele Pavon and Francesco Ticozzi The workshop will take place at the Department of Mathematics, University of Padova, via Trieste 63, 35131 Padova, on Friday May 29th, 2015 in rooms 1BC45 (morning) and 1BC50 (afternoon). TALKS: Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota): Schrodinger bridges and the steering of stochastic and deterministic systems Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam): Reciprocal characteristics, lattices, and concentration of measure Markus Fischer (Department of Mathematics University of Padova): On large deviations for the empirical measures of weakly interacting systems Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota): The Hilbert metric and Schro ̈dinger bridges Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest): Looking at the Schrodinger problem with calculus of variations in mind Sylvie Roelly (Institut fur Mathematik, Universitat Potsdam): A stochastic analysis approach for the characterization of reciprocal classes: the case of Brow- nian diffusions and of compound Poisson processes. Francesco Ticozzi (Department of Information Engineering University of Padova): A walk to symmetrization via a Schroedingers bridge Lorenza Viola (Department of Physics and Astronomy Dartmouth College): TBC More details are contained in the attachment. Please do not hesitate to contact me for further details: daipra(a)math.unipd.it Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminario Università di Milano-Bicocca
by federica.masiero＠unimib.it 29 Apr '15

29 Apr '15

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Seminario Universita' La Sapienza Roma
by Faggionato, Alessandra 29 Apr '15

29 Apr '15

SEMINARIO DI PROBABILITA' E FISICA STATISTICA Giovedi' 7 Maggio, ore 14.30 , in Aula B (Dipartimento di Matematica. Univ.La Sapienza, Roma) Speaker: Andrea Puglisi (Istituto dei Sistemi Complessi, Sapienza) Title: Dynamics of an intruder in a granular fluid: from dilute to dense experiments. A single experimental setup is the occasion for a tour into many issues in non-equilibrium statistical mechanics. In the experiment, a rotating intruder performs a Brownian-like dynamics under the influence of collisions with a shaken granular media. Dissipations in the form of inelastic collisions and dry tangential friction make the system inherently out of equilibrium. When the granular medium is diluted, the results agree with a Boltzmann-Lorentz description which, in the large mass limit, is well approximated by a Fokker-Planck equation for a Ornstein-Uhlenbeck process with Coulomb friction. When the intruder is shaped so as to break the symmetry under rotation-inversion, an average drift ("ratchet" or "motor" effect) is observed, with properties depending on the dominant dissipation: friction or inelastic collisions. When the density of the surrounding medium increases, non-Markovian effects appear. The first consequence is a violation of the Einstein relation which - near equilibrium - describes the linear response to a small force provided by an external motor. The analysis of a generalized flctuation-dissipation relation explains the nature of the violation: a joint effect of dissipation and coupling with the dense flid. When the density is increased further and the jamming transition is approached, anomalous diffusion appears in the form of transient cage effects (subdiffusion) and - more surprisingly - superfdiffusion at large times. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Grants for PhD International Students, University of Padova
by Patrizia Piacentini - PhD 28 Apr '15

28 Apr '15

For the academic year 2015/2016 the University of Padova, Italy, offers 15 research fellowships for foreign (non Italian) students to attend Doctoral/International Courses - Deadline: 29 May 2015 - The call for application is available at the following address: http://www.unipd.it/en/node/1053 The announcement concerns a limited number of fully funded grants for foreign (non-Italian) graduate students to be awarded on the basis of qualifications only and requiring no entry examination. The grants include all University and Department fees, full board at the University accommodation and provide an additional personal scholarship of 13.638,47 € per year for a total of 3 years. Doctoral courses presumably start on October 1st, 2015 and will end on September 31st, 2018. Application is to be made following carefully the instructions in the announcement. The PhD Course in Statistics ( http://www.stat.unipd.it/fare-ricerca/dottorato-di-ricerca ) highly encourages foreign students to apply for admission. All lectures are given in English. Interested applicants are invited to contact the Course Coordinator (dottorato(a)stat.unipd.it) for any advice. Some summary information about grants and admission procedures for foreign students can be found at http://www.stat.unipd.it/fare-ricerca/ammissione. Prof. Monica Chiogna Coordinator Phd Course in Statistics University of Padova Italy

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1 Ph.D. position - Epidemiology/Statistical Medicine - University of Verona, Italy
by Alessandro Marcon 27 Apr '15

27 Apr '15

/To all concerned - please circulate:/ The call for applications to doctoral programs in *Applied Life and Health Sciences *(Dottorato in Scienze Applicate della Vita e della Salute)*, *XXXI cycle, at the University of Verona, Italy, has been published. The call is available at: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it The applicant will be involved in epidemiological research in the filed of chronic respiratory diseases (asthma, rhinitis, COPD - chronic obstructive pulmonary disease). Applicants will have a degree (master degree or equivalent) in: Statistical Sciences, Computer Science, Bioinformatics, Mathematics, Medicine and Surgery, Biology, Biotechnology, Pharmacy, Pharmaceutical Chemistry and Technology , … Contact: roberta.vesentini(a)univr.it Duration: 3 years Workplace : University of Verona (Strada Le Grazie, 8) Deadline for application: 12 June 2015 My kindest regards, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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Early Stage Research Fellowship 2016
by Massimo Campanino 26 Apr '15

26 Apr '15

Early Stage Research Fellowship 2016 Bando per borsa di studio Protocollo: Decree April 13, 2015, n.14 Pubblicato il: 15/04/2015 Scadenza presentazione domande: 30/05/2015 - 23:55 Aggiornamento del 20/04/2015: Il bando online riporta la versione corretta e aggiornata. Restano invariate le scadenze e le modalità di presentazione della domanda. Bando per l'assegnazione di due borse annuali per giovani ricercatori internazionali. I candidati dovranno ricevere un invito da un docente o ricercatore dell'Università di Bologna che svolgerà il ruolo di supervisore e garantirà l'accesso alle strutture di ricerca. ISA offre ai ricercatori selezionati: alloggio: un miniappartamento presso il Residence Terzo Millennio Bologna, sito in via Miliani, 7/2, quartiere Borgo Panigale; Fellows room: un’attrezzata sala per studio e lettura in Palazzo Paleotti, via Zamboni 25, cuore della zona universitaria; un contributo economico: la borsa di studio annuale di Euro 15.600,00, al lordo di tutti gli oneri fiscali e previdenziali a carico del percipiente e a carico dell’ente. Le candidature dovranno essere presentate esclusivamente mediante modalità telematica accedendo al sito Internet: https://personale.unibo.it, previa procedura di registrazione personale come da istruzioni indicate nella stessa procedura web. Il termine ultimo per la presentazione delle domande è fissato a pena di esclusione alle ore 23:55 del giorno 30.05.2015.

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PhD course on Bayesian Statistics: modelling, computation and testing
by Consonni Guido 24 Apr '15

24 Apr '15

??? PhD in Statistics and Mathematics for Finance Università Bicocca, Milano http://www.dismeq.unimib.it/Default.asp?idPagine=765&funzione=&lingua=ING May-June, 2015 Bayesian Statistics: modelling, computation and testing Ioannis Ntzoufras; Valen Johnson Per maggiori dettagli si veda la locandina allegata. Guido Consonni Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano http://docenti.unicatt.it/eng/guido_consonni/ Tel 02 7234 3049 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Junior female researchers in probability - Berlin
by Alessandra Cipriani 24 Apr '15

24 Apr '15

Dear colleagues, we would like to draw your attention to our upcoming conference for "Junior female researchers in probability" in Berlin, 22- 23 October 2015 . The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Invited speakers are: Kavita Ramanan (Brown University) Nadia Sidorova (UC London) Christa Cuchiero (U. Vienna) Hanna Doering (U. Osnabrueck) Zorana Grbac (U. Paris Diderot) Hao Wu (MIT) Female participants are invited to submit abstracts for contributed talks, and may apply for (limited) financial support. Of course participation of men is very welcome, but presentations and financial support are reserved for ladies. Please pass this information on to interested PhD students and postdocs. More details can be found on our website http://wias-berlin.de/people/cipriani/JFR15/ . Best regards, Peter Bank, Alessandra Cipriani, Noemi Kurt

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Fwd: Annuncio Seminario Vlad Bally - 27 Aprile - Tor Vergata
by Claudio Durastanti 24 Apr '15

24 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedì 27 aprile - ore 14 - aula D'Antoni Speaker Vlad Bally, Universite' Paris-Est LAMA, INRIA title: Convergence and regularity of probability laws by using an interpolation method Abstract: In a recent paper, Fournier and Printems establish a methodology which allows to rove the absolute continuity of the law of the solution of some stochastic equations with Holder continuous coefficients. This is of course out of reach by using already classical probabilistic methods based on Malliavin calculus. In this context, Debussche and Romito employ some Besov space technics in order to substantially improve the result of Fournier and Printems. In this talk we show that this kind of problem naturally fits in the framework of interpolation spaces: we prove an interpolation inequality which allows to state (and even to slightly improve) the above absolute continuity result. Moreover it turns out that the above interpolation inequality has applications in a completely different framework: we use it in order to estimate the error in total variance distance in some convergence theorems. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Claudio Durastanti

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Fwd: Oberwolfach Seminar on homogenization
by Faggionato, Alessandra 23 Apr '15

23 Apr '15

---------- Forwarded message ---------- From: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Date: 2015-04-22 17:48 GMT+02:00 Subject: Oberwolfach Seminar on homogenization To: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Good morning, Please find below an announcement for a summer school on homogenization. ++ Jean-Christophe Mourrat --- This is an announcement for the Oberwolfach Seminar "Stochastic Homogenization" The Oberwolfach Seminars address to postdocs and Ph.D. students from all over the world. The aim is to introduce the participants to a particular interesting development. Date: September 6th - September 12th, 2015 Organizers: I. Kim, UCLA, J.-C. Mourrat, ENS Lyon, F. Otto, MPI Leipzig, P. Sougandidis, The University of Chicago Programme: An introduction into stochastic homogenization of partial differential equations with a special focus on: Nonlinear problems, in particular Hamilton-Jacobi, interfacial motions and nonlinear elliptic equations; oscillatory boundary conditions. Probabilistic view upon stochastic homogenization: random walks in random environments, first passage percolation. Quantitative aspects of stochastic homogenization, connections to statistical physics and elliptic regularity theory. Introductory reading: For a probabilistic view: M. Biskup, Recent progress on the Random Conductance Model, Probability Surveys, Vol. 8 (2011) 294–373 For the analyst's set-up: V. V. Jikov, S. M. Kozlov, O. A. Oleinik, Homogenization of Differential Operators and Integral Functionals, Springer 1994, in particular Sections 7.1 and 7.2 Deadline for applications: June 30th, 2015 Applications including • full name and university/institute address • e-mail address • short CV, present position, university • name of supervisor of Ph.D. thesis • a short summary of previous work and interest • title, ID and date of the intended seminar should be sent preferably by e-mail (with attachments in pdf format) to: Prof. Dr. Dietmar Kröner Mathematisches Forschungsinstitut Oberwolfach Schwarzwaldstr. 9 – 11 77709 Oberwolfach Germany seminars(a)mfo.de -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Cancellazione seminario Scarsini@DSS
by Pierpaolo Brutti 23 Apr '15

23 Apr '15

Scusandomi per il breve preavviso, comunico che il seminario di Marco Scarsini previsto per oggi 23 aprile in Sapienza è *annullato* per motivi di salute dello speaker. Cordialmente --P

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Two seminars and presentation of Ph.D. thesis, Friday April 24
by Tiziano Vargiolu 21 Apr '15

21 Apr '15

(sorry for possible cross-posting) We have the pleasure to announce the following two seminars, in University of Padova, Italy Department of Mathematics, via Trieste 63 room 1BC/45, 1st floor Friday, April 24 9.00 Zorana GRBAC: "Discrete-tenor interest rate models based on polynomial preserving processes" ABSTRACT: Based on the class of polynomial preserving Markov processes, we construct families of positive martingales, which are monotone with respect to some parameter. Such martingales are particularly suitable for modeling of discretely compounded forward interest rates via additive constructions. This includes Libor-type models, as well as extensions to the multiple-curve term structure. The main advantage of this model class is the possibility to obtain semi-analytic pricing formulas for both caplets and swaptions that do not require any approximations. Moreover, additive constructions allow to easily ensure, if desired, properties such as positivity of interest rates and spreads and monotonicity of spreads with respect to the tenor - in view of the current market situation a model in which the reference OIS interest rates can become negative and the spreads still remain positive is of particular interest. Examples of tractable and flexible model specifications that we study include quadratic OU-Gaussian and OU-L?vy processes, as well as linear models. We discuss the efficient option pricing via Fourier methods and develop the necessary exponential transform formulas for polynomial preserving processes. This is joint work with K. Glau and M. Keller-Ressel. 10.00 Antonis PAPAPANTOLEON: "An equilibrium model for spot and forward prices of commodities" ABSTRACT The aim of this project is to determine the forward price of a consumption commodity via the interaction of agents in the spot and forward commodity market. We consider a market model that consists of three agents: producers of the commodity, consumers and financial investors (sometimes also called speculators). Producers produce a fixed amount of the commodity at each time point, but can choose how much they offer in the spot market and store the rest for selling at the next time period. They also have a position in forward contracts in order to hedge the commodity price uncertainty. Consumers are setting the spot price of the commodity at each time point by their demand. Finally, investors are investing in the financial markets and, in order to diversify their portfolios, also in the forward commodity market. The equilibrium prices for the commodity are the ones that clear out the spot and forward markets. We assume that producers and investors are utility maximizers and have exponential preferences, while the consumers' demand function is linear. Moreover, the exogenously priced financial market and the demand function are driven by L?vy processes. We solve the maximization problem for each agent and prove the existence of an equilibrium. This setting allows to derive explicit solutions for the equilibrium prices and to analyze the dependence of prices on the model parameters and the agent's risk aversion. This is joint work with Michail Anthropelos and Michael Kupper. After the two seminars, the defenses of a PhD thesis will take place: 11.00 Giulio MIGLIETTA: "Topics in interest rate modeling" (supervisor: Martino Grasselli) See you all in Padova! Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Reading: Lecturer in probability/stochastic analysis
by Enrico Scalas 20 Apr '15

20 Apr '15

Dear colleagues, the University of Reading is currently advertising for a permanent Lecturer in Stochastic Analysis (reference GE15056, see http://www.reading.ac.uk/about/jobs/about-job-details.aspx?vacancy_id=99568… ) and also for a Rado Fellowship (reference SF07146, see http://www.reading.ac.uk/about/jobs/about-job-details.aspx?vacancy_id=10023… ). The closing date for both posts is May 8th. Best regards, Enrico Scalas

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seminario Valeria Bignozzi in Bicocca
by Fabio Bellini 20 Apr '15

20 Apr '15

Il giorno venerdì 24 aprile alle ore 14.00 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano-Bicocca (edificio U7, IV piano), la dott.ssa Valeria Bignozzi della Università di Firenze terrà un seminario su: Reducing model risk using positive and negative dependence assumptions Abstract We give analytical bounds on the Value-at-Risk and on convex risk measures for a portfolio of random variables with fixed marginal distributions under an additional positive dependence structure. We show that assuming positive dependence information in our model leads to reduced dependence uncertainty spreads compared to the case where only marginals information is known. In more detail, we show that in our model the assumption of a positive dependence structure improves the best-possible lower estimate of a risk measure, while leaving unchanged its worst-possible upper risk bounds. In a similar way, we derive for convex risk measures that the assumption of a negative dependence structure leads to improved upper bounds for the risk while it does not help to increase the lower risk bounds in an essential way. As a result we find that additional assumptions on the dependence structure may result in essentially improved risk bounds (joint work with G. Puccetti and L. Ruschendorf). Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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URGENT: lecturer sought
by Carina Geldhauser 19 Apr '15

19 Apr '15

-------- Forwarded Message -------- Subject: URGENT: lecturer sought Date: Sun, 19 Apr 2015 16:33:40 +0000 From: Andreas Kyprianou <A.Kyprianou(a)bath.ac.uk> To: prob-sem(a)lists.maths.bath.ac.uk <prob-sem(a)lists.maths.bath.ac.uk>, APPLIEDPROB(a)JISCMAIL.AC.UK <APPLIEDPROB(a)JISCMAIL.AC.UK> CC: world(a)alea-research.eu <world(a)alea-research.eu> Dear friends and colleagues, here is a request like one you have never heard of before: The National University of Mongolia is currently looking in haste for an available and ambitious volunteer who would like to go out to Mongolia at short notice, funded by the International Mathematical Union, to teach a 3-4 week masters-level course in probability theory *this MAY*. Details of the programme are here: http://www.mathunion.org/cdc/volunteer-lecturer-program/information-for-lec… Please see here for the requirements (PhD minimum) and the support that is on offer: http://www.mathunion.org/cdc/volunteer-lecturer-program/information-for-lec… This course comes in preparation of a 2-week research school in stochastic processes, held at the National University of Mongolia, Ulan Bator, in associated with CIMAT, DAAD, IMU and the Bernoulli society. http://smcs.num.edu.mn/saam2015/ At the moment, The People's Republic of Mongolia (http://en.wikipedia.org/wiki/Mongolia) is experimenting with a significant programme of visa waivers, meaning that many countries do not need a visa at the moment. This is an exceptional opportunity to be part of a significant mathematical initiative in Mongolia in the field of Stochastics. As time is of the essence, I would be grateful if you could circulate this email amongst colleagues and encourage any interested parties (even if it is just a tentative query) to contact me ASAP (a.kyprianou(a)bath.ac.uk <mailto:a.kyprianou@bath.ac.uk>) copying the email to Prof. Tsogzolmaa Saizmaa (tsogzolmaa(a)num.edu.mn <mailto:tsogzolmaa@num.edu.mn>). sincerely, Andreas Kyprianou

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Mini course announcement: SDEs, SPDEs and applications, by Prof. Viorel Barbu
by Luca di persio 19 Apr '15

19 Apr '15

Mini course announcement Prof. Viorel Barbu [ Romanian Academy and University Al.I.Cuza ] will give a mini course on SDEs, SPDEs and applications, at the Department of Computer Science, University of Verona, with the following calendar of lessons Monday: 20/4 - 27/4 - 4/5 Wednesday: 22/4 - 29/4 All the lessons will start at 14:30 with a forecasted duration of 3 hours each. Possible additional lessons will be decided during the course. The tentative programme is the following: 1) STOCHASTIC DIFFERENTIAL EQUATIONS Existence theory, examples to stock prices, Langevin equation, Ornstein-Uhlenbeck processes,Feynman-Kac formula 2) APPLICATIONS TO CONTROL PROBLEMS Stochastic HJB and stochastic control problems 3) STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS Infinite dimensional stochastic integral, Stochastic linear diffusion equation, stochastic reaction diffusion equation,stochastic porous media equation All the lessons will be given here https://goo.gl/maps/Yx2JU Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2, first floor , Room M. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Seminari di Klaus Schredelseker e Eckhard Platen a Firenze
by Giacomo Scandolo 17 Apr '15

17 Apr '15

Nell'ambito del Corso di Laurea Magistrale in Finance and Risk Management (FiRM) dell'Università di Firenze i Proff Klaus SCHREDELSEKER (University of Innsbruck) e Eckhard PLATEN (University of Technology, Sydney) terranno i seguenti seminari presso il Dipartimento di Scienze per l'Economia e l'Impresa Edificio D6, via delle Pandette, 32, Firenze Tutti gli interessati sono invitati a partecipare Gli abstract degli interventi sono riportati in basso. ============================================================= Prof Klaus SCHREDELSEKER Martedì 5 Maggio, 14.00-16.00, aula D6/007 ''Financial Analysis and Efficient Markets '' Mercoledì 6 Maggio, 12.00-13.30 e 14.30-16.00, aula D6/102 "Information Economics applied to Financial Markets " ============================================================= Prof Eckhard PLATEN Giovedì 7 Maggio, 10.00-12.00, aula D6/105 ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' Venerdì 8 Maggio, 10.00-12.00, aula D6/013 "A Benchmark Approach to Finance " ============================================================= Abstract. ''Financial Analysis and Efficient Markets '' (Schredelseker) Financial Analysis is the basic of any type of financial reasoning (portfolio theory, capital market theory, derivatives). How it has to be done depends primarily upon the properties of the market: If it is assumed to be informationally efficient, financial analysis is redundant, but if this is the case, the market cannot be efficient. If, however, the market is assumed to be somewhat inefficient, there will be systematic winners and losers: Being a complex adaptive system, the financial market will exhibit nonlinearities in information. "Information Economics applied to Financial Markets " (Schredelseker) In natural sciences the value of information is always bound from zero: it can never be negative. This does not hold in multiperson-settings like a financial market: Getting better informed may result in a better or in a lower decision quality! A highly skilled and experienced financial analyst is assumed to expect a lower performance in the market as a lousy analyst. Methodology: Game theory, Agent-based modelling, Simulations, Genetic programming. ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' (Platen) In financial and actuarial modelling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Brownian motions. The aim of this lecture is to present various numerical methods used in quantitative finance for models involving stochastic differential equations with jumps. It emphasises mathematical concepts, techniques and intuition crucial for modern numerical methods in derivative pricing and risk management. Questions of numerical stability and convergence will be discussed. Several recent results will be presented on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector and extrapolation methods. "A Benchmark Approach to Finance " (Platen) This lecture introduces into the benchmark approach, which provides a generalized framework for financial market modelling. It allows for a unified treatment of derivative pricing, portfolio optimization and risk management. It extends beyond the classical asset pricing theories, with significant differences emerging for extreme maturity contracts and risk measures relevant to pensions and insurance. The Law of the Minimal Price will be presented for derivative pricing. A Naïve Diversification Theorem allows forming a proxy for the numeraire portfolio. The richer modelling framework of the benchmark approach leads to the derivation of tractable, realistic models under the real world probability measure. It will be explained how the approach differs from the classical risk neutral approach. Examples on long term and extreme maturity derivatives demonstrate the important fact that a range of contracts can be less expensively priced and hedged than suggested by classical theory. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Seminario di Valeria Bignozzi presso Prometeia - Bologna
by Giacomo Scandolo 17 Apr '15

17 Apr '15

Il giorno Giovedì 23 Aprile 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Valeria BIGNOZZI (Università di Firenze) terrà un seminario dal titolo "How superadditive can a risk measure be?" Abstract Risk measures that are not subadditive may penalize the aggregation of risk, by inducing portfolio requirements that are larger than those of undiversified positions. This happens for instance for Value-at-Risk (VaR), as well as convex shortfall risk measures. In this paper we characterize the potential for superadditivity that any risk measure may exhibit, considering both dependence uncertainty as well as the effect of portfolio size. It is shown that for the wide majority of risk measures of use or interest this corresponds to calculating the smallest dominating coherent risk measure (SDCRM). We show that this risk measure often exists and is identified with the notion of extreme-aggregation risk measure introduced in this paper. Explicit results are provided for the class of distortion risk measures, where the SDCRM is again a distortion risk measure and for the class of shortfall risk measures, where the SDCRM is given by an expectile. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Four positions in statistics: Northumbria University, UK
by Enrico Scalas 17 Apr '15

17 Apr '15

Car* collegh*, all'Universita' della Northumbria (Newcastle upon Tyne, UK) e' in corso un reclutamento nel settore della statistica. Qui sotto trovate i link. La scadenza e' imminente, ma resta ancora un po' di tempo per fare domanda. Segnalate quest'opportunita' alle persone potenzialmente interessate. Cordiali saluti, Enrico Scalas --------------------------------------------------------------------------------------------------------------------------------- · Professor in Statistics http://work4.northumbria.ac.uk/hrvacs/eae1431 Closing date: 21 April 2015 · Reader in Statistics http://work4.northumbria.ac.uk/hrvacs/eae1430 Closing date: 21 April 2015 · Senior Lecturer/ Lecturer in Statistics (Two Posts) http://work4.northumbria.ac.uk/hrvacs/eae1432 Closing date: 23 April 2015

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No Free Lunch Seminar by Dott. Andrea Sillari, Tue April 21 1:00 PM Aula Mancini @ SNS
by Giacomo Bormetti 16 Apr '15

16 Apr '15

Tue April 21 2015, 1:00 PM in Aula Mancini, Scuola Normale Superiore Pisa Andrea Sillari Unicredit Bank - Milano will deliver the seminar "Risk Models - Operation, Maintenance, Upgrade" All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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avviso di due seminari del Prof. Eeckhoudt
by Emanuela Rosazza 16 Apr '15

16 Apr '15

Il Prof. Louis EECKHOUDT (IESEG School of Management, Lille, Francia) terrà i due seguenti seminari: - Martedì 28 aprile 2015 ore 10.30 – 12.30: Risk attitudes: some history, main results and some extensions - Giovedì 30 aprile 2015 ore 10.30 – 12.30: Arrow - Pratt : 50 Years later nell’ AULA SEMINARI (EDIFICIO U7, 4° PIANO, ST. 4026) del Dipartimento di Statistica e Metodi Quantitativi dell’Università di Milano-Bicocca (Via degli Arcimboldi, 8 – 20126 MILANO). Tutti gli interessati sono invitati a partecipare. ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Avviso di seminario :: Scarsini@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 16 Apr '15

16 Apr '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 23 Aprile, ore 11:00am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma MARCO SCARSINI (LUISS Guido Carli) terrà un seminario dal titolo ON INFORMATION DISTORTIONS IN ONLINE RATINGS. tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT Consumer reviews and ratings of products and services have become ubiquitous on the Internet. This paper analyzes, given the sequential nature of reviews and the limited feedback of such past reviews, the information content they communicate to future customers. We focus on the informational setting in which customers only observe the sample mean of past reviews, and ask if customers can recover the true quality of the product based on the feedback they observe. We first analyze the benchmark setting, in which customers interpret the mean as the proxy of quality. In such a case, we show that in the long run,the sample mean of review stabilizes and two cases may arise.If customers are relatively homogeneous, then social learning takes place. If customers are sufficiently heterogeneous, then they consistently overestimate the underlying quality of the product in the long run. This bias stems from the selection associated with observing only reviews of customers who purchase. We show, however,that if customers are sophisticated, then there exists a simple quality inference and purchasing rule that corrects for the selection bias and leads to social learning.In addition, we show that the cumulative consumer surplus losses scale with the square root of the number of customers who have considered a purchase to date, which is of the same order as when customers observe the reviews of all preceding customers. In this framework, we also analyze the externality of sophisticated customers on more naïve ones and quantify the impact that manipulated reviews may have.

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36th Finnish Summer School 1-5 June
by Valentina Cammarota 16 Apr '15

16 Apr '15

-----Messaggio originale----- From: Leskelä Lasse Sent: Wednesday, April 15, 2015 11:26 AM Subject: CFP: 36th Finnish Summer School on Probability and Statistics Call for participation (please forward this to students and colleagues): 36th Finnish Summer School on Probability Theory and Statistics 1-5 June 2015 Päivölä College, Valkeakoski, Finland http://web.abo.fi/fak/mnf/mate/gradschool/ PROGRAM Mindaugas Bloznelis (Vilnius U) Topics in random graphs Krista Fischer (Estonian Genome Center) Causal inference in biomedical applications Mikhail Lifshits (St. Petersburg State U) Gaussian processes: Applications and approximations Domenico Marinucci (U Rome Tor Vergata) Random fields on the sphere and their cosmological applications Registrations are due by 20 May 2015. The summer school is organized by the Finnish Doctoral Programme in Stochastics and Statistics (FDPSS). For more information, visit http://web.abo.fi/fak/mnf/mate/gradschool/ Looking forward to meeting many of you there! Lasse ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Algebraic Statistics 2015 - Genova (8-11 June, 2015) - Second announcement
by Fabio Rapallo 15 Apr '15

15 Apr '15

=============== SECOND ANNOUNCEMENT Algebraic Statistics 2015 (8-11 June, 2015) University of Genoa, Italy Dear colleague, We are organizing a workshop on Algebraic Statistics, 8-11 June, 2015, at the Department of Mathematics, University of Genoa, Italy. The meeting will include invited one-hour plenary talks, shorter contributed talks, a large poster session and three tutorials. We would like to kindly ask you to share this information with everyone who could be interested. ** conference website:http://www.dima.unige.it/~rogantin/AS2015/ ** the deadline for abstract submission is now extended: April 30, 2015 ** INVITED TALKS - Elvira Di Nardo (University of Basilicata), Symbolic methods in statistics: elegance towards efficiency - Thomas Kahle (OvGU Magdeburg), Algebraic geometry of Poisson regression - Sonja Petrovic (IIT Chicago), What are shell structures of random networks telling us? - Jim Q. Smith (University of Warwick), The geometry of chain event graphs - Bernd Sturmfels (UC Berkeley), Exponential varieties ** TUTORIALS - R package for algebraic statistics, Luis Garcia-Puente (Sam Houston State University). - Information Geometry and Algebraic Statistics on a finite state space and on Gaussian models, Giovanni Pistone (Collegio Carlo Alberto) and Luigi Malagò (Shinshu University and INRIA TAO) - Latent Tree Graphical Models, Piotr Zwiernik (Genoa) We encourage participation of young researchers, and welcome submissions for contributed talks and posters. ** For information on cheaper accommodation see: http://www.dima.unige.it/~rogantin/AS2015/afford.html Further information on submission deadlines and other logistics are available on the conference web page. SPONSORED BY Dipartimento di Matematica, Universita’ di Genova Dipartimento di Scienze e Innovazione Tecnologica, Universita’ del Piemonte Orientale Dipartimento di Scienze Matematiche, Politecnico di Torino WITH THE PATRONAGE OF Bernoulli Society De Castro Statistics Initiative, Collegio Carlo Alberto, Moncalieri SCIENTIFIC COMMITTEE Sonja Kuhnt (Fachhochschule Dortmund) Hugo Maruri-Aguilar (Queen Mary, London) Giovanni Pistone (Collegio Carlo Alberto) Fabio Rapallo (Universita’ del Piemonte Orientale) Eva Riccomagno (University of Genoa) Caroline Uhler (IST Austria) Henry Wynn (London School of Economics) Piotr Zwiernik (University of Genoa) ======== On behalf of the Organizing Committee, Fabio Rapallo -- Fabio Rapallo Dipartimento di Scienze e Innovazione Tecnologica Universita' del Piemonte Orientale viale Teresa Michel, 11 15121 ALESSANDRIA - ITALY Tel: +39 0131 360223 Fax: + 39 0131 360250 email: fabio.rapallo(a)mfn.unipmn.it web: http://people.unipmn.it/rapallo/ --------------------------

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de Finetti risk seminar - april 2015
by Emanuela Rosazza 14 Apr '15

14 Apr '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture DOMINANCE AND ELICITATION WITH IMPRECISE PROBABILITY [IP] THEORY Teddy Seidenfeld Carnegie Mellon LOCATION: The seminar will be held on Wednesday, April 15, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario MULANKSY (RGS & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 13 Apr '15

13 Apr '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti ================= Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 20 Aprile 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Analyzing spike train synchrony" Mario Mulanksy, Istituto dei Sistemi Complessi, CNR, Firenze ABSTRACT: Understanding the details of information processing in the brain is one of the most challenging and exciting problems of our time. In this talk, I will introduce the field of spike train analysis and present mathematical tools to measure spike train synchrony. I will focus on time-resolved and parameter-free methods and discuss their properties and advantages. Finally, I will show applications to experimental and numerical results and provide perspective for future advancements.. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/.(http://rgs.mat.unimi.it/) -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142

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Seminario di Santiago Juan Saglietti a Roma Tre il 17/04
by Pietro Caputo 13 Apr '15

13 Apr '15

Santiago Juan Saglietti Universita' di Buenos Aires Titolo: Metastability for small random perturbations of a PDE with blow-up Venerdi' 17 Aprile 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract We consider the stochastic PDE $u_t = u_{xx} + u^p + varepsilon dot{W}$ with homogenous Dirichlet boundary conditions, where $p > 1$, $varepsilon > 0$ is a small fixed parameter and $dot{W}$ stands for space-time white noise. It is well known that the associated deterministic PDE (i.e. $varepsilon = 0$ in the equation above) admits exactly one asymptotically stable equilibrium and a countable family of unstable equilibria with increasing energy. Furthermore, for certain initial conditions it can be shown that the solution of the deterministic PDE explodes in finite time. We show that, for $p < 5$ and initial conditions in the domain of attraction of the asymptotically stable equilibrium, the solution $X_varepsilon$ of the SPDE satisfies in the limit as $varepsilon$ tends to zero the classical description of metastability featured in [1]: the averages of $X_varepsilon$ remain stable and close to the equilibrium up until the explosion time which, when suitably rescaled, converges in distribution to an exponential random variable. Furthermore, for certain initial conditions in the domain of explosion (and any value of $p > 1$) we show the continuity of the explosion time as $varepsilon$ tends to zero.

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Fwd: Associate Professorship (or Professorship) of Statistics (Statistical Population Genomics)
by Francesco Caravenna 11 Apr '15

11 Apr '15

Ricevo e inoltro. > UNIVERSITY OF OXFORD > > MATHEMATICAL, PHYSICAL AND LIFE SCIENCES DIVISION > > > > ASSOCIATE PROFESSORSHIP (OR PROFESSORSHIP) of Statistics (Statistical and Population Genomics) > > > > DEPARTMENT OF STATISTICS in association with a Tutorial Fellowship in Mathematics at Corpus Christi College > > > > Salary from £44,620 p.a. plus additional substantive benefits > > > > Applications are invited for an Associate Professorship (or Professorship) in Statistics, to be held in the Department of Statistics, in association with a Tutorial Fellowship in Mathematics at Corpus Christi College, with effect from 1st September 2015. The post is full-time and upon completion of a successful review, permanent. > > > > You will be an outstanding individual who is, or has the potential to become, a leader in statistical or population genetics. Your research interests will build upon those of current members of the department. You have a doctorate in Statistics or a related discipline, and an outstanding research record, as well as the potential to attract research funding. You will have the skills and enthusiasm to lecture at undergraduate and advanced graduate level, over a wide range of topics within Mathematical Sciences, including Statistics and Probability, provide supervision of students and undertake tutorial teaching. You will be based at the Department of Statistics, 1 South Parks Road, Oxford and at Corpus Christi College, Merton Street, Oxford. The Departmental teaching workload will be at a reduced level for the first few years. The Department is actively seeking to provide an excellent work life balance for all of its employees. > > > > This is an exciting time for the Department of Statistics. In December 2015 we will move into a new home in a prominent building in the centre of Oxford. This move will further enhance our vibrant research environment. > > > > Further particulars, containing details of the application procedure and duties, may be obtained from www.stats.ox.ac.uk/vacancies or jobs(a)stats.ox.ac.uk. > > > > The closing date for applications is 12:00 noon (UK time) Friday 22nd May 2015. Interviews are planned for the week of 22nd June 2015. > > Please mark any correspondence: AM15001. Queries about the post should be addressed to Personnel Administration at jobs(a)stats.ox.ac.uk or telephone: +44 (0) 1865 272866. > > > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. The University is an Equal Opportunities Employer. >

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POLY - 15 APRILE - TOR VERGATA - PASCAL
by Valentina Cammarota 10 Apr '15

10 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 15 aprile ore 15 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Guillaume POLY University of Rennes 1 Title: An approach of Gaussian inequalities via Markov operators. Abstract: We will revisit the so-called Fourth moment theorem due to Nualart and Peccati from the point of view of Markov operators and will point out the generalizations that this approach brings. We will derive consequences for Variance inequalities and the Gaussian product conjecture. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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POLY - 15 MARZO - TOR VERGATA - PASCAL
by Valentina Cammarota 10 Apr '15

10 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 15 aprile ore 15 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Guillaume POLY University of Rennes 1 Title: An approach of Gaussian inequalities via Markov operators. Abstract: We will revisit the so-called Fourth moment theorem due to Nualart and Peccati from the point of view of Markov operators and will point out the generalizations that this approach brings. We will derive consequences for Variance inequalities and the Gaussian product conjecture. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Cambio orario: seminario Anna Carpio 14 aprile 2015
by Alessandra Micheletti 09 Apr '15

09 Apr '15

invio nuovamente l'annuncio, a causa di un piccolo spostamento di orario: *ANNUNCIO DI SEMINARIO* Il *14 aprile alle ore 15.30* nell'aula C del Dipartimento di Matematica, Universita' degli Studi di Milano, via Saldini 50, Milano si terrà un seminario sulla teoria dell'esistenza ed unicità di particolari equazioni integro-differenziali. *Speaker: *Anna Carpio (Universitad Carlos III Madrid) *Title:* *Well posedness of a kinetic model for angiogenesis* *Abstract.* Tumor induced angiogenesis processes including the effect of stochastic motion, branching and merging of blood vessels can be described by coupling an integro-differential kinetic equation of Fokker-Planck type with a reaction-diffusion equation for the tumor induced angiogenic factor (TAF). The chemotactic force field depends on the gradient of the TAF equation contains the first velocity moment (flux of blood vessels). We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. Our theory combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity moments and compactness results for this type of kinetic and parabolic operators. -- ___________________________________________________________ Dr. Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy phone: +39 02 5031 6081 fax: +39 0250316090 email: Daniela.Morale(a)unimi.it URL: http://www.mat.unimi.it/users/morale/ ________________________________________________________ * "*Even if you are a minority of one, the truth is the truth *"Gandhi* "Everything should be made as simple as possible, but not simpler." *A. Einstein* -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Workshop “Control Theory and Related Topics'' - secondo e ultimo avviso
by Fulvia Confortola 09 Apr '15

09 Apr '15

? Il 13 e 14 aprile 2015 ci sarà presso il Dipartimento di Matematica del Politecnico di Milano il convegno “Control Theory and Related Topics”, su controllo deterministico e stocastico ed equazioni di evoluzione. La registrazione è libera ma obbligatoria. E' possibile registrarsi su https://www.eko.polimi.it/index.php/CTRT/CTRT/schedConf/registration Ulteriori informazioni sono disponibili alla pagina web della conferenza https://www.eko.polimi.it/index.php/CTRT/CTRT Gli organizzatori locali Fulvia Confortola, Monica Conti, Elsa Marchini e Giuseppina Guatteri?

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seminario Anna Carpio 14 aprile 2015
by Alessandra Micheletti 09 Apr '15

09 Apr '15

*ANNUNCIO DI SEMINARIO* Il *14 aprile alle ore 15* nell'aula C del Dipartimento di Matematica, Universita' degli Studi di Milano, via Saldini 50, Milano si terrà un seminario sulla teoria dell'esistenza ed unicità di particolari equazioni integro-differenziali. *Speaker: *Anna Carpio (Universitad Carlos III Madrid) *Title:* *Well posedness of a kinetic model for angiogenesis* *Abstract.* Tumor induced angiogenesis processes including the effect of stochastic motion, branching and merging of blood vessels can be described by coupling an integro-differential kinetic equation of Fokker-Planck type with a reaction-diffusion equation for the tumor induced angiogenic factor (TAF). The chemotactic force field depends on the gradient of the TAF equation contains the first velocity moment (flux of blood vessels). We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. Our theory combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity moments and compactness results for this type of kinetic and parabolic operators. -- ___________________________________________________________ Dr. Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy phone: +39 02 5031 6081 fax: +39 0250316090 email: Daniela.Morale(a)unimi.it URL: http://www.mat.unimi.it/users/morale/ ________________________________________________________ * "*Even if you are a minority of one, the truth is the truth *"Gandhi* "Everything should be made as simple as possible, but not simpler." *A. Einstein*

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Seminario LAVANCIER cancellato
by Matteo Ruggiero 09 Apr '15

09 Apr '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Si avvisa che il seminario di Frédéric LAVANCIER (Université de Nantes) previsto per domani venerdi' 10 Aprile 2015 al Collegio Carlo Alberto, è ANNULLATO a causa di uno sciopero dei controllori di volo. Ci scusiamo per eventuali disagi. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario all'IAC
by Giovanni Luca Torrisi 08 Apr '15

08 Apr '15

*Martedi' 14 Aprile 2015*, *ore 14:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "Mauro Picone", Via dei Taurini 19, 00185 Roma Aula Riunioni (II piano) *CLAUDIO DURASTANTI * (Universita' di Roma Tor Vergata) terra' un seminario dal titolo *Normal approximations of linear and nonlinear statistics over the sphere.* ABSTRACT: Our aim is to study quantitative central limit theorems for some linear and nonlinear statistics based on wavelet coefficients evaluated on spherical Poisson processes of arbitrary dimension. This purpose is attained by merging the Stein-Malliavin approach (introduced in the seminal paper by Peccati, Solè, Taqqu and Utzet (2010)) and the properties of the needlets, wavelets over the q-dimensional sphere featuring strong concentration properties in the spatial and frequency domains, introduced in literature by Narcowich, Petrushev, Ward (2006). We will also discuss some examples: the thresholding and the study of variance in nonparametric density estimation framework and the so- called Sobolev tests for uniformity. This is a joint work with Solesne Bourguin, Domenico Marinucci and Giovanni Peccati. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Giovanni Luca Torrisi.

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Visiting assistant professor opening - McCombs School of Business, UT Austin (fwd)
by Tiziano Vargiolu 03 Apr '15

03 Apr '15

---------- Forwarded message ---------- Date: Fri, 3 Apr 2015 03:47:42 +0000 From: "Muthuraman, Kumar" <kumar(a)austin.utexas.edu> To: "Muthuraman, Kumar" <kumar(a)austin.utexas.edu>, Stathis Tompaidis <Stathis.Tompaidis(a)mccombs.utexas.edu> Subject: Visiting assistant professor opening - McCombs School of Business, UT Austin Dear Colleagues, The IROM department at the McCombs School of Business at the University of Texas at Austin has an opening for a two-year visiting Assistant Professor position, starting September 1st, 2015. The focus of the position is in the area of Quantitative Finance. The position involves teaching 3 sections per year of courses on Statistics and Modeling for McCombs undergraduate students. Applicants should submit an application to IROMRECRUITING(a)mccombs.utexas.edu, including a current CV and a research paper, and arrange to have recommendation letters sent to the same address. Please use the subject line ?Application for QF visiting assistant professor?. This is a last minute opening and we plan to start reviewing applications immediately. Please forward this message to anyone that can be potentially interested. Stathis Tompaidis & Kumar Muthuraman

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Seminario LAVANCIER
by Matteo Ruggiero 03 Apr '15

03 Apr '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 10 Aprile 2015 alle ore 12:00, presso la Classroom 4 del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Frédéric LAVANCIER (Université de Nantes) DETERMINANTAL POINT PROCESS MODELS AND STATISTICAL INFERENCE Abstract: In this talk, I will demonstrate that Determinantal point processes (DPPs) provide useful models for the description of repulsive spatial point processes. Such data are usually modeled by Gibbs point processes, where the likelihood and moment expressions are intractable and simulations are time consuming. I will recall the definition of a DPP and review some of these appealing properties which make DPP models well suited for statistical analysis. In particular the ’most repulsive’ DPP will be characterized. Parametric models of DPPs will be introduced, where the likelihood and moment expressions can be easily evaluated and realizations can be quickly simulated. Some illustrations on real datasets will be presented. This work has been carried out in collaboration with Jesper Møller and Ege Rubak, Aalborg University. The study of the repulsiveness of DPPs is part of a joint work with Christophe Biscio, University of Nantes. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti e auguri di buone feste, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario di Roy Cerqueti presso Prometeia - Bologna
by Giacomo Scandolo 02 Apr '15

02 Apr '15

Il giorno Giovedì 9 Aprile 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Roy CERQUETI (Università di Macerata) terrà un seminario dal titolo "Markov chains approximation for resampling and bootstrapping" Abstract Markov chain theory is proving to be a powerful approach to resample highly nonlinear time series in the context of bootstrap procedures. In this talk a discussion on this theme is provided, with a special focus on the estimation of the memory of a Markov chain (i.e. its order) and on the identification of its relevant states. In particular, the choice of memory lags and the aggregation of irrelevant states are obtained by looking for regularities in the transition probabilities. At this aim, suitable optimization models are developed under an information theory perspective. More specifically, two competing objectives that a researcher will in general pursue when dealing with bootstrapping are considered: preserving the “structural” similarity between the original and the simulated series and assuring a controlled diversification of the latter. Several critical issues emerge and are analyzed, such as the remarkable complexity of the optimization problem due to the high cardinality of the admissible regions and the presence of interconnections between more than one resampled series in a multivariate framework. Numerical experiments based on real data validate the theoretical treatment of the problem. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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6 PhD positions in Spain, Italy and the Netherlands (fwd)
by Tiziano Vargiolu 02 Apr '15

02 Apr '15

---------- Forwarded message ---------- Date: Tue, 24 Mar 2015 10:37:54 +0100 From: Andrea Pascucci <andrea.pascucci(a)unibo.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Cc: Kees Oosterlee <kees.oosterlee(a)cwi.nl>, Carlos V?zquez Cend?n <carlosv(a)udc.es> Subject: 6 PhD positions in Spain, Italy and the Netherlands Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Andrea Pascucci ****************************************************************************************************************************** Applications are invited for six Early Stage Researchers (ESRs, like PhDs) who will work closely with industrial partners on a PhD Thesis in financial mathematics. The gross amount of the research fellowship contract is the sum of: - a yearly living allowance which is a flat rate set out in the contract of about 39.800,00 euro par year obtained as a product of a flat rate times a correction coefficient; - a monthly mobility allowance which is a flat rate of 600,00 euro par month. For researcher with family charges will be paid a family allowance of 500,00 euro par month. The Envisaged Job Starting Date is October 2015. Applications should include copy of a valid ID with photo, a detailed CV, a motivation letter, a list of MSc courses and grades (transcripts), a copy of the master thesis, and if available a list of publications. Applications can be sent before 15 April 2015 following the instructions at https://portals.project.cwi.nl/wake-up-call ****************************************************************************************************************************** -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica http://www.dm.unibo.it/~pascucci P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 Skype: andrea.pascucci Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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Posizione post-doc in Budapest
by Fabio Zucca 01 Apr '15

01 Apr '15

Ricevo e inoltro il messaggio allegato con preghiera di diffusione a chi pensate possa essere interessato. Si tratta di una posizione post-doc in Budapest con una deadline ufficiale del 10 aprile (probabilmente "trattabile"). Mi scuso in anticipo con chi l'avesse già ricevuto. Fabio Zucca <><><><><><><><><><><><><> Fabio Zucca Assistant Professor Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano, Italy e.mail: fabio.zucca(a)polimi.it URL: http://www1.mate.polimi.it/~zucca/ Tel: +39022399 4546 Fax: +39022399 4621 <><><><><><><><><><><><><>

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No Free Lunch Seminar by Dr. Joao da Gama Batista, Fri April 10 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 31 Mar '15

31 Mar '15

Fri April 10 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Joao da Gama Batista Laboratoire de mathématiques appliquées aux systèmes École Centrale de Paris will deliver the seminar "Sudden trust collapse in networked societies" Abstract: Trust is a collective, self-fulfilling phenomenon that suggests analogies with phase transitions. We introduce a stylized model for the build-up and collapse of trust in networks, which generically displays a first order transition. The basic assumption of our model is that whereas trustworthiness begets trustworthiness, panic also begets panic, in the sense that a small decrease in trustworthiness may be amplified and ultimately lead to a sudden and catastrophic drop of collective trust. We show, using both numerical simulations and mean-field analytic arguments, that there are extended regions of the parameter space where two equilibrium states coexist: a well-connected network where global confidence is high, and a poorly connected network where global confidence is low. In these coexistence regions, spontaneous jumps from the well-connected state to the poorly connected state can occur, corresponding to a sudden collapse of trust that is not caused by any major external catastrophe. In large systems, spontaneous crises are replaced by history dependence: whether the system is found in one state or in the other essentially depends on initial conditions. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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missDATA2015 : Last call for early bird registration
by Pierre-Yves Louis 29 Mar '15

29 Mar '15

from Vincent Audigier, *AUDIGIER Vincent,* Applied Mathematic Department, Agrocampus Ouest 65 rue de Saint-Brieuc, 35042 Rennes Cedex, France Tel: (+33)2 23 48 54 76 Website: http://vincentaudigier.weebly.com/ Dear colleagues, The statistic department of Agrocampus and the data mining group of the french statistical society organize the international conference on missing values and matrix completion MissData in Rennes (France) from 18 to 19 June 2015 at Agrocampus Ouest. The conference website is: http://missdata2015.agrocampus-ouest.fr The objective of this conference is to spotlight the latest research in missing values and matrix completion. We aim to bring together theoretical and applied researchers from different fields of application such as in social-science, genetics, medical analysis, survey, collaborative filtering, image reconstruction, etc. The program comprises R tutorials, invited lectures, a lightning talk session and a lively poster session during the reception. Awards will be given to up to three posters. The invited speakers are some of the main contributors on the topic from different fields:*Mouna Akacha* (Novartis, Switzerland), *Christophe Biernaki* (University Lille 1, France),*Stefan van Buuren* (University of Utrecht, the Netherlands),*John W. Graham* (Pennsylvania State University, US),*David Haziza*, (Montreal University, Canada),*Olga Klopp* (Paris Ouest University, France),*Roderick Little* (University of Michigan, US),*Joseph L. Schaefer* (Census Bureau, Washignton, US),*Shaun Seaman* (Medical Research Council Biostatistics Unit, UK),*Pierre Vandergheynst* (EPFL, Switzerland),*Recai Yucel* (University Albany, US). We would be glad to have you as a participant or even better as a contributor Important date: *Early bird registration and poster/lightning talk submission deadline : April 1, 2015* contact email:missdata2015@agrocampus-ouest.fr Vincent Audigier from the committee.

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Second call for papers: CIBB 2015, Naples, September 10-12, 2015
by Paola Rancoita 27 Mar '15

27 Mar '15

============================================================================================================================================== *SECOND CALL FOR PAPERS * *CIBB 2015* *12th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics* *CNR Research Area “Napoli 1”, Naples, Italy** **September 10-12, 2015** * *http://bioinfo.na.iac.cnr.it/cibb2015/** **cibb2015(a)gmail.com* ============================================================================================================================================== *Scope of CIBB 2015* CIBB (Computational Intelligence methods for Bioinformatics and Biostatistics) is a meeting with more than 10-year history. Its main goal is to provide a forum open to researchers from different disciplines to present problems concerning computational techniques in bioinformatics, systems biology and medical informatics, to discuss cutting edge methodologies and accelerate life science discoveries. Following this tradition and roots, this year's meeting will bring together researchers from the international scientific community interested in this field to discuss the advancements and the future perspectives in bioinformatics and biostatistics. Applied biologists are also invited to participate in order to propose novel challenges aimed to have high impact for molecular biology and translational medicine. *Technical areas addressed by CIBB 2015 include, but are not limited to:* High dimensional statistical analysis of omic data; Next generation sequencing bioinformatics; Multi-omic data integration; Methods for supervised and unsupervised learning; Prediction of protein structures; Methods for comparative genomics; Algorithms for molecular evolution and phylogenetic analysis; Mathematical modelling and simulation of biological systems; Systems and synthetic biology; Bio-molecular databases and data mining; Bio-medical text mining and imaging; Statistical methods for the analysis of clinical data; Methods for the visualization of high dimensional complex omic data; Software tools for bioinformatics. *CIBB 2015 is jointly organized by:* • INNS International Neural Network Society SIG Bioinformatics • INNS International Neural Network Society SIG Bio-pattern • IEEE-CIS-BBCT Task forces on Neural Networks and Evolutionary Computation • Istituto per le Applicazioni del Calcolo, “M. Picone”, CNR Napoli The scientific programs of CIBB 2015 will include Keynote Speakers, contributed papers, tutorial and special sessions. The contributed papers will be presented in plenary oral sessions, special sessions, or poster sessions. *Publications* Accepted papers will be published on a flash drive with a specific ISBN number for the conference proceedings. A selection of papers presented at CIBB 2015 will appear in a post-conference monograph. We are in contact with Springer to have them published in the Springer series of Lecture Notes in Bioinformatics (LNBI) as usual for CIBB. Moreover, we are planning to publish the best papers in an extended form in a special issue of an international scientific journal. *Important Dates * Tutorial and Special Session Proposal: April 3, 2015 Paper submission deadline: April 10, 2015 Notification of acceptance: June 12, 2015 Final paper due: July 10, 2015 Conference: September 10-12, 2015 *Tutorials and Special Sessions* *Tutorial proposals* to CIBB, including title, one page long abstract, and short CV of presenters, are due by April 3, 2015. Please send proposals to cibb2015(a)gmail.com. *Special Session proposals* to CIBB, including the session's title and scope, short CV of sessions chairs, preliminary list of at least 4 potential authors are due by April 3, 2015. Proposals of special sessions will be evaluated as soon as they are submitted. A special session must have at least 4 accepted papers. Please send proposals to cibb2015(a)gmail.com *Paper Submission* Papers must be prepared following the guidelines illustrated on the CIBB web site and should be long between 4 and 6 pages. Papers should be submitted in PDF format on the Easy Chair conference system. *Organizing Committee* /General Chairs/ - Claudia Angelini, Istituto per le Applicazioni del Calcolo, Italy - Adriano Decarli, University of Milan, Italy - Erik Bongcam-Rudloff, Swedish University of Agricultural Sciences, Sweden. /Biostatistics Technical Chair/ - Paola MV Rancoita, Vita-Salute San Raffaele University, Italy /Bioinformatics Technical Chair/ - Stefano Rovetta, University of Genova, Italy /Special Session and Tutorial Chairs/ To be communicated /Local Organizing Committee/ Valerio Costa, Institute of Genetics and Biophysics, Italy Italia De Feis, Istituto per le Applicazioni del Calcolo, Italy Angelo Facchiano, Istituto di Scienze dell'Alimentazione, Italy /Publicity Chair/ Francesco Masulli, University of Genova, Italy & Temple University, USA /Publication Chair/ Riccardo Rizzo, Istituto di Calcolo e Reti ad Alte Prestazioni, Italy /Steering Committee/ Pierre Baldi, University of California, Irvine, CA, USA Elia Biganzoli, University of Milan, Italy Alexandru Floares, Oncological Institute Cluj-Napoca, Romania Jon Garibaldi, University of Nottingham, United Kingdom Nikola Kasabov, Auckland University of Technology, New Zealand Francesco Masulli, University of Genova, Italy & Temple University, USA Leif Peterson, TMHRI, Houston, Texas, USA Roberto Tagliaferri, University of Salerno, Italy

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Seminario di Bernardo Nipoti a Pavia
by Carbone Raffaella 26 Mar '15

26 Mar '15

Cari colleghi, vi annuncio che martedì 31 marzo, alle ore 14 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, Bernardo Nipoti (Dipartimento di Economia e Statistica - Università di Torino) terrà un seminario dal titolo Rediscovery of Good-Turing estimators via Bayesian Nonparametrics Sunto: The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising from biology, bioinformatics, genetics, linguistics, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, have been proposed for estimating discovery probabilities. We investigate the relationship between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and the Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent to suitably smoothed Good-Turing estimators. As a by-product of this result, we present and discuss a methodology for deriving asymptotic credible intervals to be associated to the Bayesian nonparametric estimators of discovery probabilities. Cordiali saluti, Raffaella Carbone -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Master of Science in Industrial and Applied Mathematics (MSIAM)
by Ester Mariucci 26 Mar '15

26 Mar '15

Buongiorno, volevo comunicare la creazione del nuovo Master of Science in Industrial and Applied Mathematics (equivalente ad una Laurea Magistrale) a Grenoble: http://msiam.imag.fr/doku.php Per gli studenti interessati, sono disponibili delle borse di studio finanziate dal labex Persyval: https://persyval-lab.org/en/education/call/master-scholarship-academic-year… Cordiali saluti, Ester Mariucci

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Seminario P. Brutti a Tor Vergata - lunedì 30 Marzo
by Claudio Durastanti 26 Mar '15

26 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedì 30 marzo ore 14 - Aula Belpasso - Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Pierpaolo Brutti, Università "La Sapienza" - Roma Title: Estimating the Intrinsic Dimension: The Bayesian way Abstract: In this talk I will first review some of the methods proposed for making inference on the intrinsic dimension of point cloud data sampled from a low-dimensional structure embedded in a high–dimensional ambient space, and then I will describe a Bayesian solution based on a composite likelihood built under working independence assumptions suggested by MacKay and Ghahramani. In order to get a posterior with approximately correct asymptotic behavior and curvature, I will consider some options to calibrate this pseudolikelihood and then compare in simulated and real examples a standard MCMC method against a variation of the default Bayesian framework of Ventura et al. (2013) (joint work with Alessandro Lanteri). Cordiali saluti Claudio Durastanti

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seminario all'IMATI-Milano
by Antonella Bodini 26 Mar '15

26 Mar '15

Mercoledi' 1 aprile alle ore 14 presso la sede di Milano dell'IMATI, via Bassini 15, Sala Pentagonale al secondo piano, Valérie Bélanger dell'Universita' HEC Montréal terra' un seminario dal titolo Analysis and development of real-time ambulance fleet management strategies di cui segue il sunto. Tutti gli interessati sono invitati a partecipare. ____________________________ Sunto: Emergency medical services (EMS) evolve in highly random and dynamic contexts. Indeed, the arrival of emergency calls is uncertain and varies throughout the day, forcing decision makers to adapt their decisions in response to observed changes. Two types of decisions are generally considered in real-time: dispatching and relocation. Dispatching decisions consider the selection of which ambulance to send to an emergency call. Relocation decisions consist in relocating available ambulances throughout the day in response to changes in the system state. Given the situation faced by EMS, the analysis and development of real-time management strategies to ensure a good service to the population is clearly of interest. In a first study, several ambulance relocation strategies are compared, and extensive simulation experiments are reported allowing to analyze the performance of these strategies when they face different level of system workload. Results of this study confirm the relevance of simulation methods to support decision-making in EMS stochastic environment. More importantly, they provide researchers and decisions makers with valuable insights on the use of relocation strategies, including the tradeoff between service level and personnel well-being. In a subsequent study, an innovative real-time ambulance fleet management strategy is proposed. New mathematical models and solution approaches are then developed to deal with both relocation and pre-assignment decisions. Preliminary results show that considering explicitly pre-assignment decisions, which are directly related to dispatching decisions, impact location decisions and can help better predict system performances. Cordiali saluti. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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No Free Lunch Seminar by Dott. Tommaso Colozza, Wed April 1 1:00 PM Aula Mancini @ SNS
by Giacomo Bormetti 26 Mar '15

26 Mar '15

Wed April 1 2015, 1:00 PM in Aula Mancini, Scuola Normale Superiore Pisa Tommaso Colozza Dipartimento di Statistica e Matematica Applicata all'Economia - Università di Pisa will deliver the seminar "Supply of public debt and demand for risk premia: a Minskian approach to credit risk" Abstract: Financial stability of EMU countries is managed by policy makers through several key macroeconomic indicators; the market instead monitors creditworthiness with credit risk premia embedded in sovereign yields. A demand-supply approach solves this duality: in a Minskian framework, positive inelastic shifts in debt-to-GDP ratio due to widespread macro-financial distress may lower risk appetites of lenders and increase risk premia, up to default. Time-variating risk appetites justify statistical relevance of debt-to-gdp variation on yields levels; if conveniently decomposed, debt velocity allows also to imply a default probability measure comparable to standard CDS-implied measures. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Summer School in Computational Econometrics
by Marco LI CALZI 26 Mar '15

26 Mar '15

-------------------------------------------------------------------- Summer School in Computational Econometrics - Programming in MatLab ===================================================================== The XII edition of the Summer School in "Computational Macroeconometrics - Programming in MatLab" will be held at the "Dipartimento di Scienze dell'Economia" of the University of Salento (Lecce, Italy) from July 27 to July 31, 2015. The main aim of this 30 hours course is to provide an introduction to applied macroeconomics and macroeconometrics with MATLAB. Lecturer: Prof. Dr. Ulrich Woitek, Department of Economics, University of Zurich. (deadline for application: 30 June 2015) For details visit: http://www.seec.unisalento.it ----------------------------------------------------------------------

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StaTalk on Biostatistics - final remind
by Francesca Ieva 25 Mar '15

25 Mar '15

Dear all, this is the last call for registrations to the first StaTalk promoted by the young section of Italian Statistical Society (y-SIS), to be held in **Milan (Italy) on April 24th, 2015** *STATALK ON BIOSTATISTICS* https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk… Department of Mathematics "F. Enriques", Università degli Studi di Milano, via Saldini 50, Milano (Italy) All the information, including the program and the sign-up link for the conference, can be found on the conference website. Statalks are a series of one-day workshop aimed at early career statisticians, i.e., master degree students, people carrying out a PhD, post-docs and young researchers. StaTalks are a fantastic opportunity to share knowledge on advanced topics of statistics. The hosting research group will propose tutorials, seminars and interactive round tables on the main fields of research and application it is concerned. Participants can contribute bringing their own experience through presentations, ideas, poster and material to be shared in the debate. Registrations to the first StaTalk are still opened. *No conference fees are due, but registration is mandatory, by April 10th*, using the form available on the website. For further information or any doubt and question, please visit the website https://sites.google.com/site/youngsocietaitalianastatistica/home Best Regards Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it

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Seminario ANTONIETTI (RGS & Matematica Applicata)
by Giacomo Aletti 24 Mar '15

24 Mar '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 19 Gennaio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Testing spiking neural network cerebellar model in closed-loop: three neurorobotic paradigms" Alberto ANTONIETTI Neuroengineering and medical robotics lab., Politecnico di Milano, ABSTRACT: The cerebellum is involved in a large number of different neural processes, especially in associative learning and in fine motor control. To develop a comprehensive theory of sensorimotor learning and control, it is crucial to determine the neural basis of coding and plasticity embedded into the cerebellar neural circuit and how they are translated into behavioral outcomes in learning paradigms. Learning has to be inferred from the interaction of an embodied system with its real environment, and the same cerebellar principles derived from cell physiology have to be able to drive a variety of tasks of different nature, calling for complex timing and movement patterns. We have coupled a realistic cerebellar spiking neural network with a real robot and challenged it in multiple diverse sensorimotor tasks. Adaptive motor control protocols with acquisition and extinction phases have been designed and tested, including an associative Pavlovian task (Eye blinking classical conditioning), a vestibulo-ocular task and a perturbed arm reaching task operating in closed-loop. A bidirectional long-term plasticity rule implemented at parallel fibers-Purkinje cell synapses modulated the output activity in the deep cerebellar nuclei. In all tasks, the neurorobot learned to adjust timing and gain of the motor responses by tuning its output discharge. It succeeded in reproducing how human biological systems acquire, extinguish and express knowledge of a noisy and changing world. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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4th Stochastic Geometry Days in Poitiers, August 26-28, 2015 + Introd. Lectures August 24-26, 2015
by Pierre-Yves Louis 22 Mar '15

22 Mar '15

Dear colleagues, We are pleased to announce that the 4th Stochastic Geometry Days organized by the French research group GeoSto will take place in Poitiers from August 26th to August 28th, 2015. The conference will be preceded by two introductory lectures for PhD and post-doc students from August 24th to August 26th. Registration is open until May 31st. For more information, you can visit the website http://www-math.sp2mi.univ-poitiers.fr/GeoSto2015/

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Schwartzman & Cheng - 25 MARZO - TOR VERGATA - CICLO SEMINARI PASCAL
by Valentina Cammarota 20 Mar '15

20 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 25 marzo ore 14 - 16 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speakers: Armin Schwartzman & Dang Cheng Department of Statistics, North Carolina State University Title: Distribution of the Height of Local Maxima of Gaussian Random Fields Abstract: Let {f(t): t \in T} be a smooth Gaussian random field over a parameter space T, where T may be a subset of Euclidean space or, more generally, a Riemannian manifold. We provide a general formula for the distribution of the height of a local maximum P { f(t_0)>u | t_0 is a local maximum of f(t) } when f is non-stationary. Moreover, we establish asymptotic approximations for the overshoot distribution of a local maximum P { f(t_0)>u+v | t_0 is a local maximum of f(t) and f(t_0)>v } as v \to \infty. Assuming further that f is isotropic, we apply techniques from random matrices theory related to the Gaussian orthogonal ensemble to compute such conditional probabilities explicitly when T is Euclidean or a sphere of arbitrary dimension. Such calculations are motivated by the statistical problem of detecting peaks in the presence of smooth Gaussian noise. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Second Juelich-Torino Workshop on Computational Neuroscience
by Roberta Sirovich 20 Mar '15

20 Mar '15

The second *Juelich-Torino* Workshop on *Computational Neuroscience* will be held on *April 17, 2015 * *at the Department of Mathematics "G. Peano", Torino University * For more information please visit: http://www.dipmatematica.unito.it/unitoWAR/page/dipartimenti1/D005/D005_jul… Participation is free. All people interested to participate are invited to register, sending an e-mail to laura.sacerdote(a)unito.it Best regards, Roberta Sirovich -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Secondo seminario di Elena Kosygina
by Mariani, Mauro 19 Mar '15

19 Mar '15

In aggiungta al seminario gia' segnalato di Mercoledi' 25, il giorno Venerdi' 27 Marzo 2015 alloe ore 15:00, nell'Aula INdAM del Dipartimento di Matematica dell'Universita' di Roma La Sapienza Elena Kosygina (Baruch College and the CUNY Graduate Center) effettuera' un seminario dal titolo: *On the connection between homogenization of some stochastic Hamilton-Jacobi-Bellman equations and large deviations of diffusions with random drift in a random potential* Sunto del seminario: The connection mentioned in the title is well-known (see, for example, A.-S. Sznitman, Brownian motion in a Poissonian potential, 1993, PTRF). The goal of the talk is to review some necessary facts from large deviations theory and explain that this connection is actually an equivalence. Un saluto Mauro Mariani

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1st announcement - 39th AMASES Meeting
by Tiziano Vargiolu 18 Mar '15

18 Mar '15

39th AMASES Padova, March 18, 2015 PADOVA Dear colleagues, we are pleased to announce the 39th Annual Meeting of the Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES). The meeting will take place at the University of Padova, Italy, on September 10-12, 2015. As in the AMASES established tradition, the Meeting objective is to keep open a discussion forum among scholars and practitioners from Italy and all around the world, working on different aspects of Mathematics applied to Economic and Social Sciences. The three day scientific program will consist of plenary talks and presentations of contributed papers on Financial Mathematics, Decision Theory, Mathematics for Economics, Actuarial Mathematics, Game Theory, Optimization and Economics. The invited plenary speakers are Jean-Marc Bonnisseau (Paris 1, Sorbonne), Mich?le Breton (HEC Montr?al), Juan Enrique Martinez-Legaz (Universitat Aut?noma de Barcelona), Kiminori Matsuyama (Northwestern University), Wolfgang Runggaldier (Universit? degli Studi di Padova, Emerito). The web-site of the meeting will be available soon with further information, in particular on abstract submission, registration and deadline s. I look forward to your participation in the 39th AMASES Meeting in Padova. On behalf of the Organising Committee, Bruno Viscolani -- Prof. Bruno Viscolani Dipartimento di Matematica Universit? degli Studi di Padova via Trieste, 63 35121 Padova - Italy tel. +39 049 827 1397 e-mail: viscolani(a)math.unipd.it Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Econophysics Colloquium 2015
by Enrico Scalas 18 Mar '15

18 Mar '15

Call for Abstracts: Econophysics Colloquium 2015 Dear Colleague, We warmly invite you to participate in the 11th Econophysics Colloquium (EC2015) which is held at the Institute of Economic Studies, Charles University in Prague, Czech Republic between 14-16 September 2015. To submit your abstract and for additional information, please visit http://www.ec2015.org. CONFERENCE TOPICS Conference topics traditionally cover the applications of methods and modeling paradigms from physics and natural sciences to socio-economic problems. The topics include but are not limited to: Agent-based models in economics and finance Complex systems and complex networks Computational experimental finance Derivatives pricing and hedging Evolutionary game theory Financial engineering Fractal and multifractal analysis and modeling Market dynamics, macroscopic models and prediction Market microstructure Risk management & portfolio analysis Statistical and probabilistic methods in economics and finance Social physics and Sociophysics Stylized facts INVITED SPEAKERS Tomaso Aste (University College London, UK) Jozef Barunik (Charles University in Prague & Czech Academy of Sciences) Siew Ann Cheong (Nanyang Technological University, Singapore) Tiziana Di Matteo (King's College London, UK) Dariusz Grech (University of Wroclaw, Poland) Giulia Iori (City University, London, UK) Woo Sung Jung (POSTECH, Pohang, South Korea) Janos Kertesz (Budapest University of Technology and Economics, Hungary) Ladislav Kristoufek (Charles University in Prague & Czech Academy of Sciences) Reimer Kuehn (King's College London, UK) Sai-Ping Li (Academia Sinica, Taipei, Taiwan) Suzy Moat (University of Warwick, UK) Luciano Pietronero (University of Rome, Italy) Tobias Preis (University of Warwick, UK) Enrico Scalas (University of Sussex, UK) Frank Schweitzer (ETH Zurich, Switzerland) H. Eugene Stanley (Boston University, USA) Hideki Takayasu (Sony CSL & Meiji University, Japan) Misako Takayasu (Tokyo Institute of Technology, Japan) Stefan Thurner (Medical University of Vienna, Austria) Wei-Xing Zhou (East China University of Science and Technology, China) IMPORTANT DATES Abstract submission opens: 16th March 2015 Abstract submission closes: 15th May 2015 Decision: 31st May 2015 Deadline for early-bird registration: 15th June 2015 Deadline for regular registration: 15th July 2015 We look forward to meeting you in Prague. With warm wishes, EC2015 organizers

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Cancellazione seminario Puccetti@DSS
by Pierpaolo Brutti 18 Mar '15

18 Mar '15

Brevissimo msg solo per comunicare che il seminario di Giovanni Puccetti previsto per venerdì 20 marzo in Sapienza è *annullato* per motivi di salute dello speaker. Cordialmente --P

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Seminario Lorenzo Peccati a Macerata il 25 marzo 2015
by Roy Cerqueti 17 Mar '15

17 Mar '15

Cari colleghi, mercoledì 25 marzo 2015 ore 11, presso lUniversità di Macerata, in aula verde (Polo Pantaleoni, Via della Pescheria Vecchia) Lorenzo Peccati dell'Università Bocconi di Milano terrà un seminario dal titolo: Diritto e matematica: due mondi disgiunti? Tutti gli interessati sono invitati a partecipare.

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Seminario Elena Kosygina
by Mariani, Mauro 17 Mar '15

17 Mar '15

Il giorno Mercoledi' 25 marzo 2015, alle ore 14:00, nell'Aula G del Dipartimento di Matematica dell'Universita' la Sapienza di Roma Elena Kosygina (Baruch College and the CUNY Graduate Center) effettuera' un seminario di circa un'ora: TITOLO: Excited random walks in Markovian cookie environments on Z SUNTO: We consider a nearest-neighbor random walk on Z whose probability ω(x, n) to jump to the right from site x depends not only on x but also on the number of prior visits n to x. The collection (ω(x, n)) is sometimes called the “cookie environment” due to the following informal interpretation. Upon each visit to a site the walker eats a cookie from the cookie stack at that site and chooses the probability to jump to the right according to the “flavour” of the cookie eaten. Assume that the cookie stacks are i.i.d. and that only the first M cookies in each stack may have “flavour”. All other cookies are assumed to be “plain”, i.e. after their consumption the walker makes unbiased steps to one of its neighbours. The “flavours” of the first M cookies within the stack can be different and dependent. We discuss recurrence/transience, ballisticity, and limit theorems for such walks. The talk is based on joint works with Dolgopyat (University of Mary-land), Mountford, Zerner. Tutti gli interessati sono invitati a partecipare Un saluto Mauro Mariani

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reminder seminario Prof. Freddy Delbaen in Bicocca e spostamento di orario
by Emanuela Rosazza 17 Mar '15

17 Mar '15

Cari tutti, vi ricordo che (oltre al seminario de Finetti che si terrà al Dipartimento di Matematica – Università di Milano – mercoledì 18 marzo alle ore 18) il Prof. Freddy Delbaen (ETH Zurigo) terrà anche un seminario in Bicocca (edificio U7- aula seminari – stanza 4026) giovedì 19 marzo alle ore 16 dal titolo “A result on metrisability of the mackey topology inspired by properties of risk measures”. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Master of Science (MSc) Scholarship in Statistics
by elisa＠mi.imati.cnr.it 16 Mar '15

16 Mar '15

Alla cortese attenzione dei possibili interessati. *Master of Science (MSc) Scholarship * *Project:* Developing Inversion Methods for Non-stationary Thinning of Point Processes An MSc scholarship is available to support a student for full-time study towards a research Master's degree in the project specified above in the Department of Mathematics and Statistics at the University of Otago in Dunedin. Details are as follows: *Award offered: University of Otago Master program -- MARSDEN FUNDED* *Length of Tenure: 12 months or until thesis is submitted (whichever is earlier)* *Emolument per annum: NZ$16,000 plus domestic tuition fee waiver** *Additional funding is available for travel* *Start date: The earliest start date is May 2015 (can be negotiated)* *Part-time study: Part-time study is not permitted* ** *For international applicants who need to pay international tuition fees, the scholarship contributes a fee maximum of domestic tuition and the successful candidate needs to meet the remainder of the international tuition fees http://www.otago.ac.nz/international/otago002190.html** This scholarship is funded by a Royal Society of New Zealand Marsden Fast-start grant awarded to Dr Ting Wang (Department of Mathematics and Statistics, University of Otago). The regulations governing the award are the same as those for University of Otago Scholarships: http://www.otago.ac.nz/study/scholarships/otago013798.pdf This project aims to develop analytical and numerical methods to inverse point processes with non-stationary missing probabilities, where the probability of missing an event depends on time and event size. The successful applicant will learn point process theory; carry out part of the simulation study and some data analysis using the statistical software R under the supervision of Dr Ting Wang. As the Associate Investigators (AIs) Associate Professor Jiancang Zhuang (Institute of Statistical Mathematics, Tokyo) and Dr Koji Kiyosugi (University of Tokyo) are both based in Japan, a visit to Japan is likely to be funded by this project for the student to receive informal mentoring from the AIs. *Eligibility* Applicants should hold a BSc (Hons) or equivalent four year degree in Statistics or a related discipline with a strong research interest. For an exceptional graduate student who has only completed a BSc degree without Honours year, additional scholarship may be awarded for the year of course studies. *Applying for this scholarship* Please contact Dr Ting Wang (twang(a)maths.otago.ac.nz <mailto:twang@maths.otago.ac.nz>, http://www.stats.otago.ac.nz/?People =ting_wang) and provide a covering letter explaining your interest in this project, a CV, a copy of your full academic transcript, and details of two academic referees. For information on the Department of Mathematics and Statistics at the University of Otago, please go to http://www.stats.otago.ac.nz/ -- ------------------------------------------------------------------- Elisa Varini CNR - Consiglio Nazionale delle Ricerche IMATI - Istituto di Matematica Applicata e Tecnologie Informatiche via Bassini 15 - 20133 Milano (Italy) Tel +39 02 23699 527 Fax +39 02 23699 538 Email elisa(a)mi.imati.cnr.it -------------------------------------------------------------------

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Fwd: First announcement: Spring School on discrete Ricci curvature, Paris, Paris, IHP, May 18-22 2015
by Gustavo Posta 16 Mar '15

16 Mar '15

Begin forwarded message: > FIRST ANNOUNCEMENT > Spring School > IHP, Paris > Monday – Friday, May 18-22, 2015 > > > Dear Colleague, > > You are cordially invited to participate in the Spring School at the Henri Poincaré Institute, Paris, May 18-22, 2015. > > We are pleased to inform you that Jürgen Jost (Max Plank Institute, Leipzig) and Christian Leonard (Paris Ouest University) will give 10 hours lectures (each) > on Discrete Ricci curvature. The aim is to bring researchers from different communities (Geometry, Probability, Analysis) on the common topic of the Ricci curvature and its consequences. > > To get more information about this Spring School, please go to the following web page (in construction): > > http://wiki-math.univ-mlv.fr/gemecod/doku.php/springschool2015 > > Registration is free but mandatory. In order to register, fill the form on the bottom of the aforementioned web page. > > Note that the school may have some (limited number of) financial supports for young people (PhD, postdocs). In case you ask for a support, please > indicate it during the registration. Financial support is up to approximately 500 euros. Please read the conditions on the bottom of the school web page. > > Looking very much forward to seeing you in Paris, > > With all best wishes, > The organizers (N. Gozlan, C. Roberto, P. Romon and P.M. Samson)

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Seminario di A. Cipriani a Milano-Bicocca (30.03.2015)
by Francesco Caravenna 16 Mar '15

16 Mar '15

Lunedì 30 marzo 2015 alle ore 14:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Alessandra Cipriani (WIAS Berlin) terrà un seminario dal titolo "Rates of convergence for extremes of geometric random variables and marked point processes" Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Abstract: We study the problem of extremes for univariate and bivariate geometric laws. We determine the rate of convergence of the maximum of \iid geometric random variables and bivariate vectors following the Marshall-Olkin geometric distribution to a Gumbel distribution, and propose a new discretised version as limit. We introduce marked point processes of exceedances (MPPE's) whose \iid marks are bivariate Marshall-Olkin geometric variables. We use the Stein-Chen method for Poisson process approximation to determine bounds on the error of the approximation of the law of the MPPE by that of a Poisson process. (jww Anne Feidt) %%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Stats Under The Stars!
by stefano iacus 13 Mar '15

13 Mar '15

Ricevo e inoltro con piacere La notte tra l'8 ed il 9 Settembre 2015 si svolgerà presso la sala Rossini del Caffè Pedrocchi di Padoval'evento Stats Under The Stars. L'evento ha l'obiettivo di stimolare il dinamismo che lega la Statistica al mondo dei giovani tramite una sfida che vedrà le squadre partecipanti confrontarsi nell'analisi di un dataset nel corso di un'intera nottata. Uno scontro che in realtà vuole essere un'occasione per sottolineare l'utilità della Statistica come strumento chiave in ottica decisionale e favorire l'incontro ed il confronto tra giovani laureandi e neo-laureati in Statistica, studenti di dottorato, giovani statistici già inseriti nel mondo lavorativo e ragazzi provenienti da altri tipi di formazione come l'informatica, matematica e l'economia. Stats Under The Stars è un "satellite" della Conferenza scientifica della Società Italiana di Statistica Statistics and Demography: the Legacy of Corrado Gini ed è supportato dalla sezione giovani della Società Italiana di Statistica. L'evento si accoppia inoltre con il convegno Statistica e data science per il business che si svolge martedì 8 settembre nel Palazzo del Bo a Padova. La partecipazione all'evento è gratuita ma, per motivi organizzativi, chiediamo a tutti gli interessati di iscriversi alla pagina di iscrizione del sito. Per maggiori informazioni sul programma, iscrizione, regolamenti e premio: consultare il sito http://sus.stat.unipd.it/ ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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COST Info-Day – 19 marzo 2015
by Giulia Rotundo 13 Mar '15

13 Mar '15

COST Info-Day – 19 marzo 2015 Il 19 marzo 2015, alle ore 14 si terrà presso la sede centrale del CNR, Piazzale Aldo Moro n. 7, Roma, il primo Info-Day del programma COST. L’evento sarà l’occasione, per tutti i ricercatori interessati, di conoscere e approfondire il programma COST. Sono previsti interventi da parte Coordinatore Nazionale del COST e dei funzionari del COST Office di Bruxelles. Il programma definitivo verrà pubblicato quanto prima su www.ricercainternazionale.miur.it . Nel frattempo, chiunque sia interessato a partecipare deve confermare la propria presenza scrivendo al seguente indirizzo: attivitaeuropee(a)cnr.it Ulteriori informazioni sull’evento, sul programma e sul collegamento streaming che sarà garantito durante l’Info-Day verranno pubblicate sul sito internet www.attivitaeuropee.cnr.it http://www.attivitaeuropee.cnr.it/cost-info-day-%E2%80%93-19-marzo-2015

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Avviso di seminario :: Puccetti@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 13 Mar '15

13 Mar '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 20 Marzo, ore 14:30am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma GIOVANNI PUCCETTI (Università degli Studi di Firenze) terrà un seminario dal titolo IL MINIMO VALORE ATTESO DEL PRODOTTO DI TRE VARIABILI UNIFORMI: UN PROBLEMA (FINALMENTE) RISOLTO. tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT Verranno illustrati due differenti metodi di risoluzione del problema in oggetto, che è rimasto aperto per più di trenta anni. Tali soluzioni hanno ispirato nuove tecniche ed applicazioni in probabilità applicata, statistica, matematica finanziaria e scienze attuariali.

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Annuncio Seminario - Mirko D'Ovidio a Roma Tor Vergata
by Claudio Durastanti 13 Mar '15

13 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 18 Marzo - ore 14.30 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Mirko D'Ovidio - Università di Roma La Sapienza Title: Coordinates change and random fields Abstract:The time change of one parameter processes is a powerful tool well investigated so far. We present in this talk some theoretical aspects concerning the coordinates change of multiparameter processes and some applications to the analysis of the cosmic microwave background radiation. We consider fractional powers of positive definite operators such as the (time) fractional derivative or the fractional Laplacean. Cordiali saluti Claudio Durastanti

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Sapienza/Roma Tre joint workshop on probabilistic methods, March 19th
by Pietro Caputo 12 Mar '15

12 Mar '15

Kolmogorov meets Turing: workshop on probabilistic methods for the analysis of stochastic processes and randomized algorithms. March 19th, 2015 Program: 9.30 - 10.15. Artur Czumaj (University of Warwick): Testing Cluster Structure of Graphs 10.15 - 10.45. Fabio Martinelli (University Roma Tre): Reversible Markov chains with kinetic constraints 10.45 - 11.15: Coffee break 11.15 - 11.45. Andrea Clementi (University of Rome ``Tor Vergata''): Information spreading in dynamic graphs 11.45 - 12.15. Pietro Caputo (University Roma Tre): Empirical neighborhood distribution in sparse random graphs: some large deviations estimate 12.15 - 13.45: Lunch break 14.00 - 14.45. Alexandre Stauffer (University of Bath): Rumor spreading on dynamic graphs 14.45 - 15.15. Luca Becchetti (Sapienza University of Rome): Plurality Consensus in the Gossip Model 15.15 - 15.45: Coffee break 15.45 - 16.15. Fabio Toninelli (CNRS, University of Lyon 1): Random tilings and Glauber dynamics 16.15 - 16.45. Marek Adamczyk (Sapienza University of Rome): Stochastic probing Organizers: Luca Becchetti (Sapienza University of Rome): becchetti(a)dis.uniroma1.it Pietro Caputo (University Roma Tre): caputo(a)mat.uniroma3.it Stefano Leonardi (Sapienza University of Rome): leonardi(a)dis.uniroma1.it For the talk abstracts see *http://www.matfis.uniroma3.it/Attivita/attivita.php <http://www.matfis.uniroma3.it/Attivita/attivita.php>*

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Seminario all'IAC
by Giovanni Luca Torrisi 11 Mar '15

11 Mar '15

*Venerdi' 20 Marzo 2015*, *ore 14:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "Mauro Picone", Via dei Taurini 19, 00185 Roma Aula Riunioni (VI piano) *ALESSANDRO DE GREGORIO * (Universita' di Roma "Sapienza") terra' un seminario dal titolo *Isotropic transport processes: a survey of results* ABSTRACT: The motion of a particle whose velocity undergoes jumps of random size at random times constitutes the prototype of a transport process (also called random flight or random evolution). In this talk the probabilistic construction of the isotropic transport processes is outlined. In particular, we assume that the joint probability distribution of the lengths of the displacements is a Dirichlet law. Several results in this context are discussed. We also introduce reflecting transport processes by means of a geometric approach. These processes are often applied in statistical physics and biology. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Giovanni Luca Torrisi.

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No Free Lunch Seminar by Prof. Roberto Renò, Friday March 20 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 11 Mar '15

11 Mar '15

Friday March 20 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Roberto Renò Dipartimento di Economia Politica e Statistica, Università di Siena will deliver the seminar “Multi-jumps” Abstract: The simultaneous occurrence of jumps in several stocks (multi-jumps) can be associated to major nancial news, is correlated with sudden spikes of the variance risk premium, and determines an increase in the stock variances and correlations which signicantly deteriorates the diversication potential of asset allocation. The latter evidence implies a reduction in the demand of stocks by an aware risk-averse investor. These facts can be easily overlooked by the usage of standard univariate jump statistics, which just lack su cient power. They are instead revealed in a clearly cut way by using a novel test based on smoothed estimators of the integrated variance of individual stocks. Joint work with Massimiliano Caporin and Aleksey Kolokolov. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Industrial Mathematics Workshop - 1st edition [ 10 Aprile - Dip.Informatica - UniVr ]
by Luca di persio 10 Mar '15

10 Mar '15

Industrial Mathematics Workshop - 1st edition 10 Aprile 2015 Dip.Informatica - UniVr - Inizio dei lavori fissato alle 14:30, presso la *Sala Verde* -- Ca' Vignal -- Strada le Grazie 15 - *Dipartimento di Informatica*, Università di Verona - Sono previsti *6 interventi da 30'*, suddivisi in due gruppi di 3 seminari, intervallati da un coffee break ed organizzati secondo la seguente scaletta - Alessandra Micheletti [Dip. Matematica -- Università degli Studi di Milano] - Sergio Sorrentino [Banco Popolare] - Fabrizio Lillo [Scuola Normale Superiore di Pisa] - coffee break [ circa 15' ] - Beniamino Paoletti [AMC2 S.r.l. Data Management S.p.A.] - Manolo Venturin [EnginSoft S.p.A.] - Pierluigi Riva [ORS Group] - Il termine dei lavori è previsto per le 18:15. L'obiettivo del Workshop è quello di fornire casi di studio e suggestioni nell'alveo delle applicazioni della Matematica. La platea sarà eterogenea e composta da operatori del settore finanziario/industriale, accademici e studenti. *L'iscrizione al workshop è libera* previa manifestazione d'interessa da inviare *entro il 31 Marzo* , al seguente indirizzo mail: immacolata.oliva(a)univr.it specificando nell'oggetto: Workshop IM1 e possibilmente riportando gli *estremi della propria affiliazione*. I partecipanti appariranno nella pagina dedicata al workshop: http://www.di.univr.it/?ent=iniziativa&convegno=1&id=5905 Per maggiori informazioni (locandina dell'evento, titolo ed abstract degli interventi, lista dei partecipanti) si può fare riferimento alla pagina http://www.di.univr.it/?ent=iniziativa&convegno=1&id=5905 Cordialmente, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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de Finetti risk seminar - march 2015
by Emanuela Rosazza 10 Mar '15

10 Mar '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Monetary Utility Functions with the CxLS (convex level sets) property Freddy Delbaen ETH Zurich, Switzerland ABSTRACT Monetary utility functions are -- except for the expected value -- not of von Neumann-Morgenstern type. In case the utility function has convex level sets in the set of probability measures on the real line, we can give some characterisation that comes close to the vN-M form. For coherent utility functions this was solved by Ziegel. The general concave case under the extra assumptions of weak compactness, was solved by Stephan Weber. In the general case the utility functions are only semi continuous. Using the fact that law determined utility functions are monotone with respect to convex ordering, we can overcome most of the technical problems. The characterisation is similar to Weber's theorem except that we need vN_M utility functions that take the value $-\infty$. Having convex level sets can be seen as a weakened form of the independence axiom in the vN-M theorem. This is joint work with Bellini, Bignozzi and Ziegel. LOCATION: The seminar will be held on Wednesday, March 18, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario BAUD-BOVY (RGS & Matematica Applicata)
by Giacomo Aletti 09 Mar '15

09 Mar '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 16 Marzo 2015, a partire dalle ore 14.30, in Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Psychophysical models of haptic processes " Gabriel Baud-Bovy, Istituto Italiano di Tecnologia, Robotics, Brain and Cognitive Sciences, Genoa ABSTRACT: Psychophysics is discipline that offers theoretical framework to develop models of perceptual and decisional processes and experimental methods to measure sensation and perception. It was created at the end of the 19th century to bring Psychology into the realm of science. In this talk, I will illustrate this approach by presenting some examples taken on my work on haptic perception. These examples will address the question of various haptic cues might be integrated during haptic exploration and how orientations might be represented internally. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Avviso di seminario :: Sun@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Mar '15

09 Mar '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 13 Marzo, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma SUN LEI (Department of Statistical Sciences, University of Toronto) terrà un seminario dal titolo INCORPORATING PRIOR INFORMATION INTO MULTIPLE HYPOTHESIS TESTING WITH APPLICATIONS TO LARGE-SCALE GENETIC STUDIES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT A central issue in high-dimensional genetic studies is how to assess statistical significance taking into account the inherent large-scale multiple hypothesis testing. To improve power, a number of studies have investigated the benefits of utilizing available genomic and biological information, however, the relative merits of different methods remain unclear. We focus on the stratified FDR control (Sun et al., 2006, Genetic Epidemiology 30:519-530) and weighted p-value method (Genovese et al., 2006, Biometrika 93:509-524). The two approaches model the prior info distinctively. Weighted p-value approach converts the available prior information to test-specific weighting factor and adjusts the p-values accordingly. In contrast, stratified FDR divides tests into several disjoint strata based on the prior information and applies the FDR control separately in each stratum. We formulate the two approaches in one framework and show the trade-off between power and robustness by theoretical, simulation, and application studies. Robustness is consequential in applications, safeguarding against potential uninformative or even misleading prior information. To demonstrate the practical relevance of these methods, I discuss two recent genome-wide association studies of Cystic Fibrosis modifier genes, in which over 500,000 genetic markers are investigated for association with lung functions in individuals with CF and the available prior is of quantitative nature (Wright et al. 2011, Nature Genetics 43:539-548), and for association with meconium ileus and the prior is of categorical nature (Sun et al. 2012, Nature Genetics 44:562-569). If time allows, I will briefly discuss additional interesting analytical challenges in these studies.

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Assegno di Ricerca a Roma La Sapienza
by Faggionato, Alessandra 06 Mar '15

06 Mar '15

In dato 24 Marzo scade il bando per un assegno di ricerca “Metodi variazionali per lo studio di sistemi in equilibrio e delle loro fluttuazioni” presso il Dipartimento di Matematica della Sapienza, Università di Roma. Lo stipendio dovrebbe essere di 1750 euro netti al mese. Il bando (in italiano e in inglese) si trova al seguente link: http://www2.mat.uniroma1.it/node/5820 Per informazioni: pisante(a)mat.uniroma1.it (A. Pisante) faggiona(a)mat.uniroma1.it (A. Faggionato) -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Seminari MALAGO' e ZWIERNIK
by Matteo Ruggiero 06 Mar '15

06 Mar '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi' 13 Marzo 2015, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: h. 11.00 Luigi MALAGO' (Shinshu University, Japan) INFORMATION GEOMETRY OF THE GAUSSIAN DISTRIBUTION IN VIEW OF STOCHASTIC OPTIMIZATION: FIRST AND SECOND ORDER GEOMETRY h. 12.00 Piotr ZWIERNIK (University of Genova) MAXIMUM LIKELIHOOD ESTIMATION FOR LINEAR GAUSSIAN COVARIANCE MODELS Gli abstracts dei seminari possono essere consultati alla pagina http://www.carloalberto.org/events/seminars/statistics/ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Ciclo Seminari Probabilita` e Statistica - PASCAL - 9 marzo
by Valentina Cammarota 05 Mar '15

05 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedi` 9 Marzo - ore 14.00 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Elena Villa - Università degli Studi di Milano, Dipartimento di Matematica Title: MINKOWSKI CONTENT AND MEAN DENSITY OF RANDOM CLOSED SETS: some theoretical results and statistical applications Abstract: In this talk we deal with random closed sets in R^d with integer Hausdorff dimension n<d; a problem of interest in many real applications is the study of the so-called mean density of the involved set. Namely, given a random closed set Theta with Hausdorff dimension n, it may well happen that its "induced mean measure" mu(B):=E[H^n(\Theta\cap B] (where H^n denotes the n-dimensional Hausdorff measure) is absolutely continuous with respect to the d-dimensional Lebesgue measure; in such a case, the corresponding density is named the "mean density of Theta". We will give here an overview of some recent results both on its theoretical value and on its estimation in the non-stationary setting; to this aim a stochastic version of the Minkowski content notion will play a fundamental role. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Seminario Cretarola
by Sabrina Mulinacci 05 Mar '15

05 Mar '15

Cari colleghi, Giovedì 12 marzo 2015 ore 12 in aula IV Via Belle Arti 41, Bologna Alessandra Cretarola dell'Università di Perugia terrà un seminario dal titolo: “Risk-minimizing hedging strategies for unit-linked life insurance contracts under partial information” Abstract: We study the problem of hedging unit-linked life insurance contracts in incomplete markets when there are restrictions on the available information by using the local risk-minimization approach. This type of insurance contract is closely related to the financial market since benefits depend on the development of a certain stock price. Then, it makes sense to consider the combined model given by the underlying semimartingale model of financial market and the insurance portfolio. Firstly, we refer to the case of complete information on the insurance portfolio and a limitative knowledge on the financial market. More precisely, we assume that, at any time, the insurance company has access to the information about the number of policy-holders who are still alive but it has a partial information about the stock prices. We characterize the risk-minimizing hedging strategy for pure endowment contracts when the underlying price process is expressed in units of the numéraire portfolio and the mortality hazard rate is a deterministic function, and then we compute it explicitly in a Markovian jump-diffusion driven market model. Next, we consider the case where there are restrictions on the information concerning the insurance portfolio. In particular we assume that, at any time, the insurance company has a complete knowledge of the financial market and may observe the number of deaths from a specific portfolio of insured individuals but not the mortality hazard rate, which may depend on unobservable exogenous stochastic factors. We characterize the locally risk-minimizing hedging strategy for pure endowment and term insurance contracts in terms of the projection of the survival process on the information flow. Finally, we see that in a Markovian framework, this leads to a filtering problem with point process observations. The talk is based on joint works with Claudia Ceci and Katia Colaneri. Un caro saluto a tutti Sabrina Mulinacci

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Politecnico di Milano - Seminario J. J. Egozcue and V. Pawlowsky-Glahn
by Laura M. Sangalli 04 Mar '15

04 Mar '15

Si avvisa che in data 31-03-2015, alle ore 11:00 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatori: J. J. Egozcue, Dept. Matematica Aplicada III, U. Politecnica de Catalunya, Barcelona, Spain e V. Pawlowsky-Glahn, Dept. Informatica, Matematica Aplicada i Estadistica, U. de Girona, Spain Titolo: Understanding Bayes spaces Abstract: Bayes spaces contain equivalence classes of sigma-additive measures. Two measures are equivalent when they are proportional. These measures are represented by densities and vector space operations are defined. Probability measures and density functions are included in these spaces. When the densities are log-square-integrable, they are in a Hilbert space called B^2. Bayes spaces and associated Hilbert spaces B^2 have been developed in a theoretical way, but there is still a long way to understand the implications of the theory, as well as to develop potential applications. The talk is aimed at reviewing the theory and giving some examples of distributions for which the B^2 distance can be easily obtained. These examples show the variety of distribution supports that can be dealt with the theory. An application to grain size distribution is presented. The goal is to decide whether different populations have different mean distribution. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Last call for papers: 2015 AMMCS-CAIMS (Waterloo, ON, Canada, June 7-12, 2015)
by Enrico Scalas 04 Mar '15

04 Mar '15

Car* collegh*, c'e' ancora qualche giorno (scadenza estesa al 13 marzo 2015) per inviare un abstract all'AMMCS-CAIMS: http://www.ammcs-caims2015.wlu.ca/submit-abstracts/ e due sessioni che organizzo sono di interesse per chi si occupa di probabilita': http://www.ammcs-caims2015.wlu.ca/special-sessions/fcp/ (Fractional Calculus and Probability) http://www.ammcs-caims2015.wlu.ca/special-sessions/wdsee/ (Wealth Distribution and Statistical Equilibrium in Economics) Cordiali saluti, Enrico Scalas

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Workshop on "Elicitability, Propriety and Related Topics", University of Bern, May 28 - 29, 2015
by Fabio Bellini 04 Mar '15

04 Mar '15

Cari colleghi, inoltro da parte di Johanna Ziegel e del suo gruppo l'annuncio di questo interessante workshop: >Workshop for young scientists on "Elicitability, Propriety and >Related Topics" at the University of Bern, May 28 - 29, 2015. > >One of the classical questions in statistical analysis is to make >probabilistic or point forecasts about some unknown quantity. The >notions of elicitability of a statistical functional, consistency of >a scoring function or propriety of a scoring rule are of central >importance in statistical decision theory and have gained more and >more attention in the recent statistical literature. > >We invite young scientists - especially PhD and postdoctoral >students - from the heart of Europe to present their results in the >field of "Elicitability, Propriety and Related Topics". The >scientific and social program of the workshop as well as Bern as a >World Heritage Site provide an inspiring atmosphere to get in touch >with motivated colleagues, to discuss open problems and to find >potential future collaborators. > >Further information available at ><http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_…>http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_… > > >Best regards, >Johanna Ziegel, Christoph Strahl and Tobias Fissler > >_________________________________ >University of Bern >Department of Mathematics and Statistics >Institute of Mathematical Statistics and Actuarial Science > >Tobias Fissler >PhD-Student > >Sidlerstrasse 5 >CH-3012 Bern, Schweiz >Tel.: +41 (0) 31 631 88 06 ><mailto:tobias.fissler@stat.unibe.ch>tobias.fissler(a)stat.unibe.ch >http://www.stat.unibe.ch

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avviso di seminario
by Brunero Liseo 04 Mar '15

04 Mar '15

Mi scuso per eventuali ricezioni multiple Avviso di seminario Relatore: Radu Craiu Department of Statistical Sciences University of Toronto Titolo: Bayesian Inference for Conditional Copula models with Continuous and Binary Responses Dove e Quando: mercoledì 11 marzo ore 11.30 Aula Fanfani (quinto piano, edificio Economia) Viale del Castro Laurenziano 9, Roma Abstract: The conditional copula device allows the use of copula models in the study of dependence between response variables in regression settings. We consider situations in which the dependence structure varies with covariates and we introduce a Bayesian model that allows for joint estimation of the marginal and joint models. The dependence between the copula parameter and the covariates is modeled via polynomial splines. Extensions to multiple covariates are implemented via additive models. We discuss the computation algorithm required for inference and demonstrate the performance of model selection techniques on simulated and real data. Tutti gli interessati sono invitati a partecipare -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Interdisciplinary WK on Quantitative Finance (fwd)
by Tiziano Vargiolu 02 Mar '15

02 Mar '15

----- Forwarded message from crmdifusions(a)crm.cat ----- Date: Tue, 24 Feb 2015 11:22:23 +0100 From: B?stia CRM Difusions <crmdifusions(a)crm.cat> Subject: Reminder Interdisciplinary WK on Quantitative Finance we want to remind you the upcoming Interdisciplinary Workshop on Quantitative Finance which will be held at the Centre de Recerca Matem?tica, Bellaterra, Barcelona from June 25 and 26, 2015. In this workshop we aim to bring together academic researchers and professionals from financial institutions interested in quantitative finance, to interact and to discuss. We wish to focus on the underlying mathematical models as well as in advanced numerical solution techniques used for pricing financial contracts and risk measurement. Quantitative finance concerns the application of mathematical methods to solve problems in finance. The tools and techniques to tackle these problems cover a wide spectrum of fields, like stochastic analysis, numerical analysis, partial differential equations, statistics and econometrics. ?Deadline for registration: May 31, 2015 More information in: http://www.crm.cat/en/Activities/Curs_2014-2015/Pages/Quantitative-Finance.… We hope that this information is of your interest and we hope to see you soon in Barcelona, Elisa Al?s (Universitat Pompeu i Fabra) Joan del Castillo (Universitat Aut?noma de Barcelona) Jos? Manuel Corcuera (Universitat de Barcelona) Luis Ortiz-Gracia (Centre de Recerca Matem?tica) Josep Vives (Universitat de Barcelona) (Scientific Coordinators) Administration Centre de Recerca Matem?tica Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Spain Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 http://www.crm.cat<http://www.crm.cat/>

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Workshop on Optimal Stopping and Applications
by Cristina Zucca 27 Feb '15

27 Feb '15

Dear Colleagues, I would like to draw your attention to the Workshop on "Optimal Stopping and Applications" Department of Mathematics "G. Peano", University of Torino May 22, 2015 The workshop aims at bringing together experts on Optimal Stopping and related problems, as the Quickest Detection and Optimal Prediction, with people motivated by applications. Participation is free. All people interested to participate are invited to register, sending an e-mail to cristina.zucca(a)unito.it by March 31, 2015. For more information, please visit https://sites.google.com/site/workshopoptimalstopping/ Best regards, Cristina -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Ciclo Seminari Probabilita` e Statistica - PASCAL - 4 marzo 2015
by Valentina Cammarota 27 Feb '15

27 Feb '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 4 Marzo - ore 15.00 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Claudio Durastanti - Università di Tor Vergata Title: Spherical wavelets: an overview and some applications. Abstract: Our aim is to describe the construction of wavelets over the q-dimensional sphere featuring strong concentration properties in the spatial domain, introduced in literature as needlets by Narcowich, Petrushev, Ward (2006 a,b). We will also discuss some of their statistical applications: the study of quantitative central limit theorems for some linear and nonlinear statistics built from wavelet coefficients evaluated on spherical Poisson processes of arbitrary dimension. This purpose is attained by merging the Stein-Malliavin approach (introduced in the seminal paper by Peccati, Sanz-Solè, Taqqu and Utzet (2011)) and the properties of the needlets. We will also discuss some examples: the thresholding and the study of variance in nonparametric density estimation framework and the so-called Sobolev tests for uniformity. This is a joint work with Solesne Bourguin, Domenico Marinucci and Giovanni Peccati. Tutti gli interessati sono invitati a partecipare. Valentina Cammarota ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Seminari a Roma 1
by Faggionato, Alessandra 26 Feb '15

26 Feb '15

Mercoledì 4 marzo, nell'Aula di Consiglio del Dipartimento di Matematica "G. Castelnuovo" si svolgeranno i seguenti seminari 15:30-16:20 Stella Brassesco (Instituto Venezolano de Investigaciones Científicas) The winding number of planar Brownian motion 16:20-17:10 Stefano Olla (CEREMADE, Paris-Dauphine) Diffusione e superdiffusione dell’energia in catene di oscillatori. Tutti gli interessati sono benvenuti. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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ABS15 Summer school
by Raffaele Argiento 26 Feb '15

26 Feb '15

We would like to inform you that it is now possible to register for ABS15, the Applied Bayesian Statistics summer school organised in Italy since 2004. Programme and information on accommodation are now available as well. The theme of the 2015 school is MODERN BAYESIAN METHODS AND COMPUTING FOR THE SOCIAL SCIENCES and the location will be the magnificent Villa del Grumello, Como (Italy), on the Lake Como shore. The dates are June, 8th - 12th, 2015, with deadlines on April, 1st for early registration and April, 27th for hotel booking. The lecturer will be Jeff Gill, Washington University, St. Louis, USA, with the help of Giacomo Zanella (University of Warwick, UK) for the practical sessions. The school web-page is www.mi.imati.cnr.it/conferences/abs15.html The ABS15 Secretariat can be contacted at abs15(a)mi.imati.cnr.it Best regards Guido Consonni and Fabrizio Ruggeri ABS15 Directors Raffaele Argiento ABS15 Executive Director -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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New Perspectives in Analysis and Probability
by Enrico Scalas 25 Feb '15

25 Feb '15

Car* collegh*, se vi trovate nell'area di Londra la settimana prossima, puo' interessarvi questo workshop che si tiene all'Universita' del Sussex: http://www.sussex.ac.uk/maths/research/intensive2015 Cordiali saluti, Enrico Scalas

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seminario Prof. Freddy Delbaen in Bicocca
by Emanuela Rosazza 25 Feb '15

25 Feb '15

Cari tutti, in allegato vi spedisco la locandina del seminario del Prof. Freddy Delbaen (ETH Zurigo) dal titolo “A result on metrisability of the mackey topology inspired by properties of risk measures” che si terrà in Bicocca (edificio U7- aula seminari – stanza 4026) giovedì 19 marzo alle ore 15.30. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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post-doc fellowship in Cork (fwd)
by Tiziano Vargiolu 25 Feb '15

25 Feb '15

---------- Forwarded message ---------- Date: Tue, 24 Feb 2015 17:58:43 +0000 From: Angelica Gianfreda <agianfreda(a)london.edu> Subject: post-doc fellowship in Cork *************************************************************************** ***************************************** Looking to hire a (Post-Doc) Research Fellow with research experience and ideally knows about climate change. One of the conditions of the funding is that the Fellow is based in Cork. The position is for 18 months with an annual salary of Euro 51,760. Project Overview The goal of the project is to identify and critique international best practice on the use of financial incentives to attract capital to targeted sectors. Specifically, a proposal for a funding instrument to attract capital to the resource efficient economy in Ireland will be developed. This will incorporate international best practice on financial incentives for financing the transition to the resource efficient economy as well as examining the effectiveness of existing financial incentives. The Enterprise Investment Scheme (EIS and formerly the Business Expansion Scheme (BES)) have been successful in attracting funding for the development of wind farms in Ireland IWEA /Deloitte (2009). The success of the EIS/BES scheme in pricing these harmful externalities can equally be applied to other resource efficient sectors where investment might not otherwise be forthcoming. Also the proposed funding instrument will be socially-inclusive as it will be fiscally-incentivised and targeted at ordinary individuals so that investment is ?citizen led? rather than ?developer led?. Job Description College Business and Law School/Research Centre Department of Accounting, Finance and Information Systems Post Title Research Fellow Project Title Financial Incentives to Promote a Resource Efficient Irish Economy Name of Principal Investigator Dr. Celine McInerney Position Summary A position is available for a Research Fellow to work in the Department of Accounting, Finance and Information Systems at University College Cork. The successful applicant will manage a project under the direction of the Principal Investigator to design a socially-inclusive financial instrument to attract investment capital to resource efficient assets. The project is funded by the Environmental Protection Agency. The Research Fellow will be responsible for: ? Researching and preparing a synthesis report on the use of financial incentives to attract capital in targeted sectors with a view to making a recommendation on the type of proposal that could be most effective within the context of Irish financial and taxation systems. ? Identify international best practice in relation to financial incentives for investment in resource efficient sectors using case studies including: (1) the Canadian Ontario FIT programme, (2) in the UK, DECC?s Community Energy Strategy, (3) Denmark?s co-operative and equity participations schemes and (4) Germany?s Energiewende (Energy Transition). (5) Examine shortcomings of UK Solar support scheme vis-?-vis value for money for tax payers. ? Examine the effectiveness of crowdfunding in attracting capital for resource efficient asset investments. ? Examine and measure the effectiveness of existing Irish financial incentives in the resource efficient economy, including but not limited to the Business Expansion Scheme, Employment Incentive and Investment Scheme, various building retrofitting initiatives. ? Develop a database of resource efficient projects which have received support under various policy initiatives in consultation with various stakeholders / policy makers. ? Present a proposal for socially inclusive financial investment which may be a specific tax-based investment framework for individuals using evidence-based international best practice. ? The role will involve meeting and engaging with various stakeholders as well as meeting and reporting to a Steering group and EPA committee. ? Engage in dissemination activities in relation to socially inclusive tax-based investment incentives in the resource efficient economy. ? The post is a fixed term contract and will involve some travel to meetings and conferences. Expected Skill Set ? A PhD qualification and significant relevant research experiences. ? A track record of peer reviewed publications. ? An enthusiastic, motivated person with a high level of initiative, capable of working independently and within a team. ? The candidate should have fluent English and excellent communication, organization, planning and interpersonal skills. ? Ideally, the candidate will have experience in financial services, taxation or energy policy modelling. ? Previous experience in design and implementation or cost benefit analysis of financial support schemes such as Feed-in-Tariffs, tax reliefs or capital allowances for renewables or other resource efficient or low carbon investment assets would be desirable. Salary: IUA Research Fellow Salary Scale ?51,716 - ?56,442. Post Duration: 18 months To Apply: Please submit a short cover letter and C.V. to Celine McInerney, PhD, c.mcinerney(a)ucc.ie, 021 4902839, on or before the closing date March 13th. Dr. Celine McInerney Finance Lecturer University College Cork T + 353 21 4902839 E c.mcinerney(a)ucc.ie http://publish.ucc.ie/profiles/B003/cmcinerney George Boole (1815-2015) - celebrating the forefather of the Information Age and the first Professor of Mathematics at University College Cork, Ireland. www.georgeboole.com

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2 Seminari a Pavia: Jorge Bolanos e Tomasz Tylec
by Carbone Raffaella 25 Feb '15

25 Feb '15

Cari colleghi, vi annuncio che mercoledì 4 marzo, alle ore 14 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, vi saranno due seminari (entrambi nell'ambito del progetto FIRB 2010 "*Quantum Markov Semigroups and their empirical estimation*"), tenuti da Jorge Bolanos-Servin e Tomasz Tylec Seguono titoli e sunti. Distinti saluti, Raffaella Carbone ----------------------------------------------------------------------- Primo Seminario, ore 14:00 precise: Jorge Bolanos-Servin (Università UAM, Città del Messico) "Some spectral properties of Circulant Quantum Markov Semigroups" Abstract. Many symetries of $\mathbb Z_p$ are inherited by Circulant matrices , therefore widely used in many areas of mathematics. The class of Circulant QMS although described in a simple way provide examples to better understand more general ideas. In this talk i will review the relationship between the eigenvalues and eigenvectors of a Circulant matrix and a Circulant QMS GKSL generator. This will lead to prove that the spectral gap is strictly positive. ------------------------------------------------------------------------- Secondo Seminario, ore 15 precise: Tomasz Tylec (Istituto di Fisica Teorica, Varsavia) "Generalised probability, quantum logics and non-signalling theories" Abstract: Since 1990s some physicist working on quantum information theory become interested in the so-called no-signalling theories. These are very intuitive, in some sense minimal, models of compound systems. It seemed that such theories are more general than quantum mechanics. Unfortunately, they suffer from the lack of precise mathematical framework within its properties can be rigorously studied. Our aim was to find such framework and study the basic properties of most widely discussed example of non-signalling system. The most natural choice led us to the so called quantum logics. The idea stems from the works of Birkhoff and von Neumann and after many years of development it evolved into sophisticated theory of partially ordered sets. What is important such structures can be interpreted as models of a generalised probability. This allows rigorous review of previously obtained results about non-signalling theories. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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[Fwd: 10 PhD Positions at GSSI]
by davide gabrielli 23 Feb '15

23 Feb '15

*DO NOT REPLY TO THIS ADDRESS* *For informations *please contact info(a)gssi.infn.it *PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE* *WE APOLOGIZE FOR MULTIPLE E-MAILS* *Information and details on* *http://www.gssi.infn.it/phd/ <http://www.gssi.infn.it/phd/>* The GSSI in L'Aquila http://www.gssi.infn.it has open a call for 10 positions for the PhD program *DEADLINE April 15, 2015 - 6pm* APPLICATIONS ON LINE ONLY DO NO SEND ANYTHING IN DIFFERENT WAYS, IT WILL NOT GET ANY CONSIDERATION PROGRAM TITLE: Mathematics in Natural, Social and Life Sciences The yearly amount of the scholarship is of EURO 16.159,91 gross Official language of the PhD Programs: English Duration: 3 years Activities start on November 1st 2015 TOPICS: Stochastic Analysis, PDEs, Mathematical Modeling, Numerical Methods Applicant are required to upload also a file containing a synthetic report of the core courses followed on the following topics: 1. 1- Partial Differential Equations 2. 2- Probability/stochastic processes 3. 3- Functional Analysis 4. 4- Numerical Analysis 5. 5- Physics/continuum mechanics/fluid dynamics For each course in this area, students should provide a short syllabus (no more than 10 lines) main textbooks, name of the instructors and possibly the link to the course home page. Facilities and benefits - All PhD students will have tuition fees waived; - A ll PhD students will have free accommodation on GSSI facilities - A ll PhD students will have free luncheon vouchers - A ll PhD students will be covered by insurance against any accident and/or injury that may occur while carrying out their PhD activities. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 23 Feb '15

23 Feb '15

Ho il piacere di invitarvi al seguente seminario, che si terrà venerdì 27 Febbraio alle ore 14:30, nell'aula 2BC30 del Dipartimento di Matematica dell'Universita' degli Studi di Padova. SPEAKER: Elisabetta Scoppola (Dip. di Matematica - Università di Roma Tre) TITLE: Conditioned, quasi-stationary, restricted measures and escape from metastable states ABSTRACT: Metastability and first hitting are discussed in a quite general case including top in at random shuffle. (Joint work with R.Fernandez, F.Manzo, F.R.Nardi, J.Sohier) -- Alessandra Bianchi Dip. di Matematica Pura e Applicata Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Workshop “Control Theory and Related Topics” .
by Fulvia Confortola 23 Feb '15

23 Feb '15

? Si segnala che il 13 e 14 aprile 2015 ci sarà presso il Dipartimento di Matematica Politecnico di Milano il convegno “Control Theory and Related Topics”, su controllo deterministico e stocastico ed equazioni di evoluzione. La registrazione è libera ma obbligatoria. E' possibile registrarsi su https://www.eko.polimi.it/index.php/CTRT/CTRT/schedConf/registration Ulteriori informazioni sono disponibili alla pagina web della conferenza https://www.eko.polimi.it/index.php/CTRT/CTRT Gli organizzatori locali Fulvia Confortola, Monica Conti, Elsa Marchini e Giuseppina Guatteri?

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seminario Macci in Bicocca cancellato
by Fabio Bellini 23 Feb '15

23 Feb '15

Il seminario di Claudio Macci previsto per mercoledì 25 febbraio in Bicocca è rimandato per influenza. Seguirà un nuovo annuncio. Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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corso di dottorato di Fabio Toninelli a Roma Tre
by Pietro Caputo 20 Feb '15

20 Feb '15

Il prof. Fabio Toninelli (Univ. Lyon 1, France) terra' un corso di dottorato di 12 ore circa presso il dipartimento di Matematica e Fisica di Roma Tre. Title: Dimer models: thermodynamics, fluctuations and Glauber dynamics Dates: March 9, 11, 16, 18, 23, 25, 30 and April 1st, 2015 Time:11.00-12.45 Location: Room 311 (third floor, palazzina C) Dipartimento di Matematica e Fisica, Roma Tre, L.go Murialdo 1 - 00146 Roma Course description: We will discuss several aspects of the mathematical theory of models of lattice dimers. These classical, two- dimensional statistical mechanics models are in certain sense “exactly solvable” (Kasteleyn, 1961). Recently there is a revival of interest in dimer models among probabilists and mathematical physiciscs, due to their properties of conformal invariance and of “Gaussian Free Field”-type fluctuations. Another aspect of great interest (in probability and theoretical computer science) is the study of the associated Markov dynamics (Glauber dynamics). In particular, a natural question concerns the speed of convergence of the dynamics to its invariant measure. Contents: – Kasteleyn theory (computation of the partition function) – dimer-dimer correlations, determinantal representation – dimer models as “lattice free fermions” – height function and its convergence to the “Gaussian Free Field” – thermodynamic limit: translation-invariant Gibbs states and limit shape – Glauber dynamics for dimer models. Connection with the zero-temperature – The problem of the speed of convergence

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Conferma Seminario Prof. L. Goldstein a RM1
by Fabio Spizzichino 20 Feb '15

20 Feb '15

*Si conferma l'orario del seminario indicato qui di seguito* Grazie per l'attenzione Fabio Spizzichino =========== *V**enerdì 20 febbraio 2015* Ore 14:00, Aula di Consiglio Seminario di Probabilità Larry Goldstein (University of Southern California) *Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula* Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications. In particular, the discrete probability distribution L(VC) given by the sequence v{0},...,v{d} of conic intrinsic volumes of a closed convex cone C in Rd summarizes key information about the success of convex programs used to solve for sparse vectors, and other structured unknowns such as low rank matrices, in high dimensional regularized inverse problems. The concentration of VC implies the existence of phase transitions for the probability of recovery of the unknown in the number of observations. Additional information about the probability of recovery success is provided by a normal approximation for VC. Such central limit theorems can be shown by first considering the squared length GC of the projection of a Gaussian vector on the cone C. Applying a second order Poincar´e inequality, proved using Stein’s method, then produces a non-asymptotic total variation bound to the normal for L(GC). A conic version of the classical Steiner formula in convex geometry translates finite sample bounds and a normal limit for GC to that for VC. Joint with Ivan Nourdin and Giovanni Peccati

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Fwd: Fwd: postdoc opening - FMC2 (fwd)
by Tiziano Vargiolu 19 Feb '15

19 Feb '15

-------- Messaggio Inoltrato -------- Oggetto: Fwd: postdoc opening - FMC2 Data: Mon, 16 Feb 2015 11:29:09 +0000 Mittente: Cathal Brugha <cathal.brugha(a)UCD.IE> Rispondi-a: Cathal Brugha <cathal.brugha(a)UCD.IE> A: ORNET(a)JISCMAIL.AC.UK There is an opening for a postdoctoral researcher as part of the Financial Mathematics Computation Cluster (FMC2) collaboration between Industry, University College Dublin, Dublin City University and NUI Maynooth.http://www.isin.ie/go/case_studies/collaboration/financial-mathematics-comp utation-cluster-fmc2--604 Applications (through UCD HR Job Ref 007175 - http://www.ucd.ie/hr/jobvacancies) are due by 2 March. -- Prof Michael O'Neill Director UCD Complex & Adaptive Systems Laboratory (CASL) ICON Chair of Business Analytics School of Business University College Dublin http://casl.ucd.ie http://ncra.ucd.ie

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Seminario di F. Hubalek a Milano-Bicocca (03.03.2015)
by Francesco Caravenna 19 Feb '15

19 Feb '15

Martedì 3 marzo 2015 alle ore 15:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Friedrich Hubalek (TU Wien) terrà un seminario dal titolo Brownian excursion limits for the avalanche length in a binomial limit order book model Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Abstract: We briefly describe the mechanics of a stylized limit order book model for an electronic exchange, which is based on the simple symmetric random walk. While the order volume is a spacial process, we take up the study of the avalanche length of trades, that was begun by Thorsten Rheinlaender and his students in a Brownian motion model. By more or less elementary limit calculations we connect to Ito's theory of Brownian excursions. In doing so we briefly, but inevitably meet the error, gamma, zeta, xi, theta, Bessel, and the Gauss hypergeometric function. We derive the generating function for the simplified and full avalanche length, their Brownian limits, and study the distribution of the simplified avalanche length in some detail. This is joint work with Thorsten Rheinlaender and Sabine Sporer. %%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminario Giovanni Valente al Politecnico di Milano
by Matteo Probo Siro Francesco Gregoratti 19 Feb '15

19 Feb '15

Si avvisa che in data 11-3-2015, alle ore 15:00 , presso Aula Consiglio VII piano, Dipartimento di Matematica, ed. 14, Campus Leonardo, nell'ambito delle iniziative del Dipartimento di Matematica del Politecnico di Milano, si svolgerà il seguente seminario: Titolo: Relativistic Causality and Local Disentanglement in Quantum Field Theory Relatore: Giovanni Valente, University of Pittsbur Abstract: La nozione di entanglement fra sistemi quantistici separati pone due problemi fondamentali in filosofia della meccanica quantistica. Primo, le correlazioni non-locali che ne derivano sembrano determinare un conflitto con la condizione di causalità relativistica, che implica che processi causali non possano propagarsi ad una velocità superiore a quella della luce, sollevando cosí una questione di incompatibilità con la teoria della relatività speciale di Einstein. Secondo, la presenza dell'entanglement sembra pregiudicare la possibilità di ottenere una suddivisione del mondo microscopico in sistemi fisici indipendenti. In questo seminario, si discuteranno tali problemi nel contesto della formulazione algebrica della teoria quantistica dei campi. Si inizierà mostrando come si possa derivare un teorema sull'impossibilità di inviare messaggi superluminali sulla base di operazioni locali. Successivamente, si dimostrerà l'esistenza di operazioni locali che hanno l'effetto di distruggere l'entanglement fra campi quantistici separati, soddisfacendo in tal modo ad una condizione necessaria per la loro indipendenza reciproca. Matteo Gregoratti

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Fwd: AMS - Mathemical Research Community 2015 in Financial Mathematics
by Marco Romito 18 Feb '15

18 Feb '15

------------------------------- Messaggio originale -------------------------------- Oggetto: AMS - Mathemical Research Community 2015 in Financial Mathematics Da: "Birgit Rudloff" <brudloff(a)Princeton.EDU> Data: Mer, 18 Febbraio 2015 22:22 ------------------------------------------------------------------------------------ Dear colleagues, This is a first announcement about the upcoming Mathematical Research community (MRC) in Financial Mathematics organized by the American Mathematical Society. The MRC is - in AMS own words- "a program of the American Mathematical Society (AMS), nurtures early-career mathematicians-those who are close to finishing their doctorates or have recently finished-and provides them with opportunities to build social and collaborative networks to inspire and sustain each other in their work. The structured program is designed to engage and guide all participants as they start their careers. For each topic, the program includes a one-week summer conference, a Special Session at the national meeting, a discussion network, ongoing mentoring, and a longitudinal study of early career mathematicians." The MRC in Financial Mathematics consists of a conference June 14 – 20, 2015 in Snowbird, Utah, a session at the Joint Mathematics Meeting, January 6-9, 2016 in Seattle, Washington. Around 40 peridoctoral mathematicians (advanced PhD students and early PostDocs) will work together on topics in high frequency trading, optimal investment under transaction costs, and systemic risk. More information at http://www.ams.org/programs/research-communities/mrc-15. Deadline for applications will be March 1, 2015. Please make your graduate students and Post-Docs aware of this possibility. Note that while American and US-based mathematicians are prioritized, the MRC is open for everybody. Travel support for the Snowbird conference will be available up to USD 700,-. All the best, Maxim Bichuch Michael Carlisle Olympia Hadjiliadis Birgit Rudloff Stephan Sturm

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1 posto di Maitre de Conferences e 1 posto di Professore in Statistica/Probabilita' a Lyon 1
by Fabio Toninelli 18 Feb '15

18 Feb '15

Gentili colleghi all'Universita' Lyon 1 e' aperto un concorso per un posto di Maitre de Conferences in probabilità e per un posto di Professore in Statistica o Probabilita' (inizio: 1 settembre 2015). Entrambe le posizioni sono permanenti. Il profilo scientifico e' descritto qui: cf. http://math.univ-lyon1.fr/recrutements/profils_15/PR-Statistique-Probabilit… e http://math.univ-lyon1.fr/recrutements/profils_15/MCF-Probabilites.pdf I temi di ricerca del gruppo di probabilità' di Lyon 1 sono descritti qui: http://math.univ-lyon1.fr/icj/?option=theme&th=5 I candidati interessati devono spedire elettronicamente il loro dossier ENTRO IL 12 MARZO 2015, tramite il sito https://galaxie.enseignementsup-recherche.gouv.fr/antares/can/index.jsp Qualche consiglio su come comporre il dossier di candidatura si trova qui: http://postes.smai.emath.fr/2014/OUTILS/conseils/index.php#it2 Attenzione: Il concorso e' aperto ai i candidati che hanno gia' passato la procedura di "Qualification" nazionale francese, oppure che hanno attualmente all'estero una posizione di livello equivalente a quelle di Maitre de Conferences o di Professore. Per ulteriori informazioni non esitate a contattarmi. Cordiali saluti -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: LUISS Seminar - February 18th
by Marco Scarsini 18 Feb '15

18 Feb '15

---------- Forwarded message ---------- From: Dipartimento Economia e Finanza LUISS Guido Carli <economiaefinanza(a)luiss.it> Date: Fri, Feb 13, 2015 at 11:29 AM Subject: LUISS Seminar - February 18th To: Dipartimento Economia e Finanza LUISS Guido Carli <economiaefinanza(a)luiss.it> The next Research Seminar of Economics and Finance Department is scheduled for next Wednesday, February 18th, from 2.30 p.m. to 4.00 p.m., room 305/b (viale Romania). Our guest speaker will be Prof. Larry Goldstein (University of Southern California), who will present his recent work: “Normal approximation for recovery of structured unknowns: Steining the Steiner formula”. Best regards, Dipartimento di Economia e Finanza Viale Romania, 32 - 00197 Roma economiaefinanza(a)luiss.it t +39 06 85225550 f +39 06 85225985

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corso interdottorato: scambiabilita' e sue applicazioni
by Rigo Pietro 18 Feb '15

18 Feb '15

Si segnala che, nell'ambito dei corsi interdottorato offerti dalle Universita' di Pavia e Milano (Bicocca, Politecnico e Statale), Eugenio Regazzini e Pietro Rigo terranno il corso Scambiabilita' e sue applicazioni. La durata del corso e' di 30 ore (circa). La partecipazione e' aperta a tutti. La prima parte del corso, tenuta da Pietro Rigo, vertera' sul teorema di rappresentazione di de Finetti e su alcune sue conseguenze. La seconda parte, tenuta da Eugenio Regazzini, riguardera' alcune applicazioni della scambiabilita' al'inferenza bayesiana non parametrica. Le prime due lezioni (di due ore circa) saranno tenute Lunedi' 2/3/2015 e lunedi' 9/3/2015, alle ore 14, al Dipartimento di Matematica dell'Universita' di Pavia (via Ferrata 1) Le date delle successive lezioni verranno stabilite di volta in volta, sulla base delle esigenze degli studenti e dei docenti. Eugenio Regazzini e Pietro Rigo

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PhD in Financial Mathematics at the Scuola Normale di Pisa
by Fabrizio Lillo 17 Feb '15

17 Feb '15

The CALL FOR APPLICATIONS FOR ADMISSION TO the PhD PROGRAM in Financial Mathematics at the Scuola Normale Superiore di Pisa is open (see http://phd.sns.it/en/ <http://www.sns.it/en/scuola/ammissione/corsodiperfezionamento/scienze/>). This year five scholarships are awarded, two of them funded by Unicredit. The deadline for the application to the Spring session is February 28, 2015. Request of information can be addressed to me. Sincerely, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Call for papers: CIBB 2015, Naples, September 10-12, 2015
by Paola Rancoita 17 Feb '15

17 Feb '15

============================================================================================================================================== *FIRST CALL FOR PAPERS * *CIBB 2015* *12th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics* *CNR Research Area “Napoli 1”, Naples, Italy** **September 10-12, 2015** * *http://bioinfo.na.iac.cnr.it/cibb2015/** **cibb2015(a)gmail.com* ============================================================================================================================================== *Scope of CIBB 2015* CIBB (Computational Intelligence methods for Bioinformatics and Biostatistics) is a meeting with more than 10-year history. Its main goal is to provide a forum open to researchers from different disciplines to present problems concerning computational techniques in bioinformatics, systems biology and medical informatics, to discuss cutting edge methodologies and accelerate life science discoveries. Following this tradition and roots, this year's meeting will bring together researchers from the international scientific community interested in this field to discuss the advancements and the future perspectives in bioinformatics and biostatistics. Applied biologists are also invited to participate in order to propose novel challenges aimed to have high impact for molecular biology and translational medicine. *Technical areas addressed by CIBB 2015 include, but are not limited to:* High dimensional statistical analysis of omic data; Next generation sequencing bioinformatics; Multi-omic data integration; Methods for supervised and unsupervised learning; Prediction of protein structures; Methods for comparative genomics; Algorithms for molecular evolution and phylogenetic analysis; Mathematical modelling and simulation of biological systems; Systems and synthetic biology; Bio-molecular databases and data mining; Bio-medical text mining and imaging; Statistical methods for the analysis of clinical data; Methods for the visualization of high dimensional complex omic data; Software tools for bioinformatics. *CIBB 2015 is jointly organized by:* • INNS International Neural Network Society SIG Bioinformatics • INNS International Neural Network Society SIG Bio-pattern • IEEE-CIS-BBCT Task forces on Neural Networks and Evolutionary Computation • Istituto per le Applicazioni del Calcolo, “M. Picone”, CNR Napoli The scientific programs of CIBB 2015 will include Keynote Speakers, contributed papers, tutorial and special sessions. The contributed papers will be presented in plenary oral sessions, special sessions, or poster sessions. *Publications* Accepted papers will be published on a flash drive with a specific ISBN number for the conference proceedings. A selection of papers presented at CIBB 2015 will appear in a post-conference monograph. We are in contact with Springer to have them published in the Springer series of Lecture Notes in Bioinformatics (LNBI) as usual for CIBB. Moreover, we are planning to publish the best papers in an extended form in a special issue of an international scientific journal. *Important Dates * Tutorial and Special Session Proposal: April 3, 2015 Paper submission deadline: April 10, 2015 Notification of acceptance: June 12, 2015 Final paper due: July 10, 2015 Conference: September 10-12, 2015 *Tutorials and Special Sessions* *Tutorial proposals* to CIBB, including title, one page long abstract, and short CV of presenters, are due by April 3, 2015. Please send proposals to cibb2015(a)gmail.com. *Special Session proposals* to CIBB, including the session's title and scope, short CV of sessions chairs, preliminary list of at least 4 potential authors are due by April 3, 2015. Proposals of special sessions will be evaluated as soon as they are submitted. A special session must have at least 4 accepted papers. Please send proposals to cibb2015(a)gmail.com *Paper Submission* Papers must be prepared following the guidelines illustrated on the CIBB web site and should be long between 4 and 6 pages. Papers should be submitted in PDF format on the Easy Chair conference system. *Organizing Committee* /General Chairs/ - Claudia Angelini, Istituto per le Applicazioni del Calcolo, Italy - Adriano Decarli, University of Milan, Italy - Erik Bongcam-Rudloff, Swedish University of Agricultural Sciences, Sweden. /Biostatistics Technical Chair/ - Paola MV Rancoita, Vita-Salute San Raffaele University, Italy /Bioinformatics Technical Chair/ - Stefano Rovetta, University of Genova, Italy /Special Session and Tutorial Chairs/ To be communicated /Local Organizing Committee/ Valerio Costa, Institute of Genetics and Biophysics, Italy Italia De Feis, Istituto per le Applicazioni del Calcolo, Italy Angelo Facchiano, Istituto di Scienze dell'Alimentazione, Italy /Publicity Chair/ Francesco Masulli, University of Genova, Italy & Temple University, USA /Publication Chair/ Riccardo Rizzo, Istituto di Calcolo e Reti ad Alte Prestazioni, Italy /Steering Committee/ Pierre Baldi, University of California, Irvine, CA, USA Elia Biganzoli, University of Milan, Italy Alexandru Floares, Oncological Institute Cluj-Napoca, Romania Jon Garibaldi, University of Nottingham, United Kingdom Nikola Kasabov, Auckland University of Technology, New Zealand Francesco Masulli, University of Genova, Italy & Temple University, USA Leif Peterson, TMHRI, Houston, Texas, USA Roberto Tagliaferri, University of Salerno, Italy

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ANNUNCIO SEMINARIO YIMIN XIAO - TOR VERGATA - 25 Febbraio
by Claudio Durastanti 17 Feb '15

17 Feb '15

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 25 Febbraio ore 16 - Aula Conferenze "Claudio D'Antoni" - Dipartimento di Matematica Università di Tor Vergata - Roma Titolo: Fine Properties of Gaussian Random Fields Speaker: Yimin Xiao - Michigan State University ABSTRACT: In this talk, we show that various properties of strong local nondeterminism can be applied for studying fine properties (e.g. exact moduli of continuity, exact Hausdorff measure functions, regularity of local times and intersection local times) of Gaussian random fields defined on R^N taking values in R^d. Examples of such Gaussian random fields include fractional Brownian motion and solution to certain stochastic heat equations with space-time Gaussian noise. We also show that the method can also be applied to some Gaussian fields on the sphere.

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seminario Claudio Macci in Bicocca
by Fabio Bellini 17 Feb '15

17 Feb '15

Il giorno mercoledì 25 febbraio alle ore 16.30 presso l'aula seminari del DISMEQ, al IV piano dell'edificio U7 in piazza dell'Ateneo Nuovo 1, il prof. Claudio Macci del Dipartimento di Matematica della Università di Roma Tor Vergata terrà un seminario su SOME RECENT LARGE DEVIATION RESULTS IN STATISTICS ABSTRACT We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and, in some cases, also for maximum likelihood estimators. Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Seminario L.Goldstein 20 febbraio 2015 RM1
by Nappo, Giovanna 13 Feb '15

13 Feb '15

*************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA *************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' DI ROMA LA SAPIENZA piazzale Aldo Moro 2, Roma *************************************************************** Seminario Prof. Goldstein a Roma 1 Venerdi' 20 febbraio 2015, Ore 14:00, esatte, in Aula di Consiglio Larry Goldstein (University of Southern California) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario dal titolo Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula Abstract: Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications. In particular, the discrete probability distribution L(VC) given by the sequence v_{0},...,v_{d} of conic intrinsic volumes of a closed convex cone C in Rd summarizes key information about the success of convex programs used to solve for sparse vectors, and other structured unknowns such as low rank matrices, in high dimensional regularized inverse problems. The concentration of VC implies the existence of phase transitions for the probability of recovery of the unknown in the number of observations. Additional information about the probability of recovery success is provided by a normal approximation for VC. Such central limit theorems can be shown by first considering the squared length GC of the projection of a Gaussian vector on the cone C. Applying a second order Poincaré inequality, proved using Stein’s method, then produces a non-asymptotic total variation bound to the normal for L(GC). A conic version of the classical Steiner formula in convex geometry translates finite sample bounds and a normal limit for GC to that for VC. Joint with Ivan Nourdin and Giovanni Peccati. *************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Fwd: Conference on Stochastic Portfolio Theory (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

----- Forwarded message from mnutz(a)math.columbia.edu ----- Date: Wed, 11 Feb 2015 23:27:29 -0500 From: Marcel Nutz <mnutz(a)math.columbia.edu> Subject: Conference on Stochastic Portfolio Theory To: mnutz(a)columbia.edu Dear Colleagues, We would like to draw your attention to the Conference on Stochastic Portfolio Theory and Related Topics Columbia University, New York May 8 and 9, 2015 For more information, please visit http://sites.google.com/site/sptconference2015/ All the best wishes, Ioannis Karatzas, Marcel Nutz, Soumik Pal ----- End forwarded message -----

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FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

---------- Forwarded message ---------- Date: Wed, 11 Feb 2015 07:46:02 +0100 From: mjeanbl(a)univ-evry.fr To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) Dear all, Please find attached the call for QFRA2015. Could you please circulate? Thank you Best regards Olivier 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) June 11-12, 2015, Santorini island, Greece Dear Colleague, It is our pleasure to circulate the 2nd announcement of the 1st Symposium on Quantitative Finance and Risk Analysis, QFRA2015 (http://www.liv.ac.uk/qfra-2015/). The symposium is to be held at Santorini Island, Greece during June 11-12, 2015. Focus: Behavioural finance, Commodity Trading, Credit Risk Modelling, Derivatives pricing and hedging, Econophysics, Finance and Stochastics, Financial Engineering, Financial Risk Management, Liquidity Modelling, Operational risk modelling Publications: Special Issue: Quantitative Finance<http://www.tandfonline.com/loi/rquf20#.VNnumc-zWpo> (Taylor and Francis) will publish a special conference issue on papers dedicated to Commodity Pricing and Trading. Presenters who want their paper to be considered for this special issue, should get in touch with Christian Ewald (Managing Editor). Keynote Speakers: Prof. H?lyette Geman<http://www.bbk.ac.uk/ems/faculty/geman>, Birkbeck, University of London, Department of Economics, Mathematics and Statistics, UK. Prof. Calum Turvey<http://dyson.cornell.edu/people/profiles/turvey.php>, Cornell University, Charles H. Dyson School of Applied Economics and Management, USA. Dr. Hans-Georg Zimmermann<http://www.siemens.com/innovation/en/home/pictures-of-the-future/digitaliza…>, Senior Principal Research Scientist within Siemens Corporate Technology Important dates: * March 31, Abstract submission deadline * May 1, Notification of acceptance * May 15, Registration deadline * June 1, Scientific programme * June 11, Symposium Opening Venue: QFRA 2015<http://www.liv.ac.uk/qfra-2015/> will be hosted at the Conference centre of the El Greco Resort<http://www.elgreco.com.gr/> at Stantorini Island. Registration: All the actions related to the QFRA2015 (paper submission, registration etc) may be completed via the Symposium website at http://www.liv.ac.uk/qfra-2015/ Abstracts for presentations should be submitted to qfrasymposium(a)gmail.com<mailto:qfrasymposium@gmail.com> by 31 March 2015. Please note that abstracts should have a front page that contains only the following items: * Title * Authors with affiliation (in bold the presenter) * Abstract * Key references Looking forward to see you in QFRA2015! Symposium Chair, Athanasios Pantelous, Department of Mathematical Sciences, University of Liverpool, UK Georgios Sermpinis, Adam Smith Business School, University of Glasgow, UK Christian Ewald, Adam Smith Business School, University of Glasgow, UK Jason Laws Management School, University of Liverpool, UK [cid:image001.jpg@01D013BF.F6F5CE90] [cid:image002.jpg@01D013BF.F6F5CE90] The symposium is under the umbrella of the EPSRC and ESRC Centre for Doctoral Training on Quantification and Management of Risk & Uncertainty in Complex Systems & Environments<http://www.liv.ac.uk/risk-and-uncertainty/postgraduate/cdt_risk/>

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Seminario ARLOTTO
by Matteo Ruggiero 13 Feb '15

13 Feb '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 Febbraio 2015 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alessandro ARLOTTO (Duke University) SEQUENTIAL DECISIONS, TIME DEPENDENCE, AND CENTRAL LIMIT THEOREMS Abstract: We prove a central limit theorem for the sum of functions of (1+m)-dimensional vectors from a time non-homogeneous Markov chain and we show several examples in which this central limit theorem can be used to easily establish the asymptotic normality of the optimal total reward of finite horizon Markov decision problems. By choosing m=0 we recover the classic central limit theorem of Dobrushin (1956). Joint work with J.M. Steele. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/ruggiero

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Postdoc on "Modellizzazione e analisi di reti complesse da Big Data” at the Scuola Normale di Pisa
by Fabrizio Lillo 12 Feb '15

12 Feb '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Modeling and analysis of complex networks from Big Data” and it is funded by the Scuola Normale within the SNS-UniCredit joint initiative *“Dynamics and Information Research Institute - Quantum Information, Quantum Technologies”*. The details of the call are at http://www.sns.it/servizi/job/assegnidiricerca/assegno073/ The research activity concerns the development of analytical and computational models of large complex network of economic, financial, and computational origin; statistical inference on large networks; empirical analysis of networks from BigData. Part of the activity could be performed in collaboration with the R&D Unit of Unicredit Group The deadline is March 2. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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